+29.5%
SWK vs VIG
+267.0%
-237.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | -1.0% |
| 7D | +10.7% | +0.4% | +10.3% | +10.2% |
| 30D | +33.3% | +4.3% | +29.1% | +25.2% |
| 3M | +14.7% | +2.0% | +12.6% | +11.4% |
| 6M | +48.5% | +10.2% | +38.3% | +28.3% |
| YTD | +63.9% | +14.8% | +49.1% | +33.6% |
| 1Y | +80.4% | +17.5% | +63.0% | +42.2% |
| 3Y | +58.1% | +67.4% | -9.3% | -25.3% |
| 5Y | -24.5% | +63.4% | -87.9% | -62.3% |
| 10Y | +29.5% | +259.9% | -230.4% | -76.8% |
| All | +29.5% | +267.0% | -237.5% | -76.8% |
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