+183.3%
SW vs VIVK
-100.0%
+283.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -23.6% | +23.8% | +0.3% |
| 7D | +1.8% | -44.2% | +46.0% | +2.0% |
| 30D | +7.0% | -90.0% | +97.0% | +7.8% |
| 3M | -7.6% | -98.0% | +90.4% | -6.5% |
| 6M | +8.5% | -99.9% | +108.5% | +11.1% |
| YTD | +17.7% | -99.9% | +117.6% | +19.8% |
| 1Y | +27.1% | -100.0% | +127.1% | +30.7% |
| 3Y | +48.2% | -100.0% | +148.2% | +52.7% |
| 5Y | -2.3% | -100.0% | +97.7% | +0.9% |
| 10Y | +183.3% | -100.0% | +283.3% | +182.9% |
| All | +183.3% | -100.0% | +283.3% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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