+990.1%
VZ vs SWK
+1,275.2%
-285.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | +7.9% | -5.7% | +13.6% | +9.2% |
| 3M | +13.6% | +24.1% | -10.4% | +8.1% |
| 6M | +1.1% | +24.7% | -23.6% | -4.3% |
| YTD | +29.3% | +33.9% | -4.7% | +20.1% |
| 1Y | +21.2% | +34.7% | -13.4% | +12.0% |
| 3Y | +75.9% | +15.3% | +60.6% | +62.7% |
| 5Y | +24.1% | -39.3% | +63.4% | +29.0% |
| 10Y | +62.4% | +2.5% | +59.9% | +39.4% |
| All | +990.1% | +1,275.2% | -285.1% | +286.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling