+21.9%
SWK vs VICR
+1,016.5%
-994.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.9% |
| 7D | -2.0% | +21.9% | -23.9% | -5.6% |
| 30D | +24.6% | -38.4% | +63.0% | +33.7% |
| 3M | +10.8% | -27.2% | +38.0% | +13.5% |
| 6M | +46.1% | -43.7% | +89.8% | +52.8% |
| YTD | +56.8% | +50.3% | +6.6% | +29.4% |
| 1Y | +72.7% | +74.6% | -1.8% | +37.9% |
| 3Y | +49.9% | +351.2% | -301.3% | -10.3% |
| 5Y | -30.9% | +2.5% | -33.4% | -47.7% |
| All | +21.9% | +1,016.5% | -994.7% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 10y: compounded portfolio wealth divided by compounded VICR 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…
10y analysis · Full analysis span regression · 6 months rolling