+28.2%
SW vs VIVK
-100.0%
+128.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -23.6% | +23.8% | +0.1% |
| 7D | +1.8% | -44.2% | +46.0% | +1.7% |
| 30D | +7.0% | -90.0% | +97.0% | +6.6% |
| 3M | -7.6% | -98.0% | +90.4% | -8.4% |
| 6M | +8.5% | -99.9% | +108.5% | +7.5% |
| YTD | +17.7% | -99.9% | +117.6% | +15.6% |
| All | +28.2% | -100.0% | +128.2% | +29.6% |
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