+22.4%
SWK vs VIG
+259.6%
-237.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.8% |
| 7D | +11.3% | +1.0% | +10.3% | +9.8% |
| 30D | +31.5% | +4.5% | +26.9% | +22.9% |
| 3M | +14.4% | +2.1% | +12.4% | +11.1% |
| 6M | +46.4% | +10.5% | +36.0% | +26.0% |
| YTD | +61.6% | +15.1% | +46.5% | +31.2% |
| 1Y | +78.7% | +16.9% | +61.8% | +41.9% |
| 3Y | +54.4% | +65.6% | -11.2% | -25.9% |
| 5Y | -25.3% | +64.4% | -89.7% | -63.1% |
| 10Y | +22.4% | +260.6% | -238.3% | -78.3% |
| All | +22.4% | +259.6% | -237.3% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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