-24.5%
SWK vs VIG
+63.4%
-87.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | -1.3% |
| 7D | +10.7% | +0.4% | +10.3% | +10.1% |
| 30D | +33.3% | +4.3% | +29.1% | +24.7% |
| 3M | +14.7% | +2.0% | +12.6% | +11.1% |
| 6M | +48.5% | +10.2% | +38.3% | +27.3% |
| YTD | +63.9% | +14.8% | +49.1% | +32.1% |
| 1Y | +80.4% | +17.5% | +63.0% | +40.4% |
| 3Y | +58.1% | +67.4% | -9.3% | -26.0% |
| 5Y | -24.5% | +63.4% | -87.9% | -62.5% |
| All | -24.5% | +63.4% | -87.9% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling