+28.7%
SWK vs VICR
+1,052.0%
-1,023.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | -2.0% |
| 7D | +11.0% | -23.1% | +34.2% | +15.6% |
| 30D | +30.1% | -48.1% | +78.1% | +44.2% |
| 3M | +14.7% | -32.8% | +47.5% | +19.1% |
| 6M | +44.5% | -47.6% | +92.1% | +52.1% |
| YTD | +59.4% | +34.0% | +25.4% | +34.3% |
| 1Y | +77.5% | +65.0% | +12.5% | +42.9% |
| 3Y | +49.5% | +277.1% | -227.6% | -7.4% |
| 5Y | -24.9% | -5.3% | -19.6% | -42.5% |
| All | +28.7% | +1,052.0% | -1,023.3% | -44.2% |
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