+47.9%
SW vs VIVK
-100.0%
+147.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +34.1% | -35.1% | -1.1% |
| 7D | +2.3% | -42.9% | +45.3% | +2.5% |
| 30D | +6.8% | -88.6% | +95.4% | +7.7% |
| 3M | -5.2% | -97.7% | +92.5% | -3.8% |
| 6M | +7.4% | -99.9% | +107.3% | +10.8% |
| YTD | +17.4% | -99.9% | +117.3% | +19.5% |
| 1Y | +27.1% | -100.0% | +127.1% | +33.1% |
| 3Y | +47.9% | -100.0% | +147.9% | +55.0% |
| All | +47.9% | -100.0% | +147.9% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling