+26.5%
SW vs VIVK
-100.0%
+126.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.3% | +13.6% | -0.8% |
| 7D | -2.6% | -48.0% | +45.4% | -2.7% |
| 30D | +7.2% | -88.4% | +95.6% | +6.7% |
| 3M | -10.5% | -98.7% | +88.3% | -11.3% |
| 6M | +9.9% | -100.0% | +109.8% | +8.7% |
| YTD | +17.2% | -100.0% | +117.2% | +15.0% |
| 1Y | +26.5% | -100.0% | +126.5% | +22.7% |
| All | +26.5% | -100.0% | +126.5% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling