+786.6%
SW vs VIVK
-100.0%
+886.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -27.5% | +31.5% | +4.1% |
| 7D | +12.1% | -68.7% | +80.7% | +12.0% |
| 30D | +6.6% | -90.0% | +96.6% | +6.5% |
| 3M | -6.0% | -98.1% | +92.0% | -6.1% |
| 6M | +21.5% | -99.9% | +121.4% | +21.2% |
| YTD | +20.3% | -99.9% | +120.2% | +20.1% |
| 1Y | +28.1% | -100.0% | +128.1% | +27.8% |
| 3Y | +51.6% | -100.0% | +151.6% | +51.3% |
| 5Y | -0.1% | -100.0% | +99.9% | -0.4% |
| 10Y | +189.7% | -100.0% | +289.7% | +190.6% |
| All | +786.6% | -100.0% | +886.6% | +811.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling