+14.8%
SW vs VIK
+228.1%
-213.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | -5.1% | -3.0% | -2.1% | -3.8% |
| 30D | -4.6% | -20.7% | +16.2% | +4.7% |
| 3M | +9.4% | -4.6% | +14.0% | +11.1% |
| 6M | +3.5% | +14.0% | -10.5% | -2.8% |
| YTD | +22.0% | +20.2% | +1.9% | +11.7% |
| 1Y | +2.2% | +36.0% | -33.8% | -11.4% |
| All | +14.8% | +228.1% | -213.4% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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