-36.7%
SWK vs VIG
+63.1%
-99.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.7% |
| 7D | -0.4% | -0.4% | 0.0% | +0.3% |
| 30D | -5.7% | -1.0% | -4.8% | -4.2% |
| 3M | +24.1% | +2.8% | +21.3% | +19.1% |
| 6M | +24.7% | +8.2% | +16.5% | +10.4% |
| YTD | +33.9% | +11.0% | +22.9% | +13.9% |
| 1Y | +34.7% | +16.1% | +18.5% | +7.1% |
| 3Y | +15.3% | +56.2% | -40.9% | -39.9% |
| All | -36.7% | +63.1% | -99.8% | -68.9% |
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