+57.3%
VZ vs SWKS
-1.9%
+59.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.1% |
| 7D | +5.6% | -9.2% | +14.8% | +5.9% |
| 30D | +1.9% | -1.9% | +3.8% | +1.9% |
| 3M | +0.8% | +21.2% | -20.4% | +0.3% |
| 6M | +0.6% | +12.9% | -12.3% | +0.1% |
| YTD | +20.8% | +30.7% | -10.0% | +19.4% |
| 1Y | +23.9% | +14.1% | +9.8% | +23.0% |
| All | +57.3% | -1.9% | +59.2% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling