+773.2%
SW vs VIVK
-100.0%
+873.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -23.3% | +21.8% | -1.5% |
| 7D | +4.7% | -75.3% | +80.0% | +4.6% |
| 30D | +5.0% | -92.3% | +97.3% | +4.9% |
| 3M | -7.3% | -98.3% | +91.0% | -7.4% |
| 6M | +15.0% | -99.9% | +114.9% | +14.7% |
| YTD | +18.5% | -99.9% | +118.5% | +18.3% |
| 1Y | +27.1% | -100.0% | +127.1% | +26.8% |
| 3Y | +49.3% | -100.0% | +149.3% | +49.0% |
| 5Y | -1.6% | -100.0% | +98.4% | -1.9% |
| 10Y | +185.4% | -100.0% | +285.4% | +186.2% |
| All | +773.2% | -100.0% | +873.2% | +797.2% |
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