+65.5%
VZ vs SWKS
+33.1%
+32.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.0% |
| 7D | +2.1% | -6.2% | +8.3% | +2.6% |
| 30D | +1.4% | -1.5% | +2.9% | +1.5% |
| 3M | -1.3% | +23.0% | -24.2% | -3.0% |
| 6M | -0.5% | +27.6% | -28.1% | -3.0% |
| YTD | +19.6% | +32.3% | -12.7% | +16.0% |
| 1Y | +22.4% | +20.1% | +2.3% | +19.5% |
| 3Y | +55.9% | +0.6% | +55.2% | +51.4% |
| 5Y | +20.4% | -42.3% | +62.7% | +21.7% |
| All | +65.5% | +33.1% | +32.5% | +45.9% |
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