+60.5%
VZ vs SWKS
+23.7%
+36.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.2% |
| 7D | +0.1% | +12.5% | -12.4% | -0.8% |
| 30D | +7.9% | +10.5% | -2.6% | +7.0% |
| 3M | +13.6% | -7.4% | +21.0% | +14.0% |
| 6M | +1.1% | +32.7% | -31.6% | -1.8% |
| YTD | +29.3% | +19.2% | +10.1% | +26.5% |
| 1Y | +21.2% | +2.4% | +18.9% | +19.9% |
| 3Y | +75.9% | -25.6% | +101.5% | +75.9% |
| 5Y | +24.1% | -53.4% | +77.5% | +28.3% |
| All | +60.5% | +23.7% | +36.8% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling