-25.3%
SWK vs VIG
+59.0%
-84.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.3% |
| 7D | +11.0% | -1.8% | +12.8% | +14.7% |
| 30D | +30.1% | +2.7% | +27.4% | +24.8% |
| 3M | +14.7% | 0.0% | +14.7% | +15.1% |
| 6M | +44.5% | +6.8% | +37.7% | +30.6% |
| YTD | +59.4% | +12.1% | +47.3% | +33.8% |
| 1Y | +77.5% | +14.8% | +62.7% | +43.6% |
| 3Y | +49.5% | +62.4% | -13.0% | -26.5% |
| All | -25.3% | +59.0% | -84.3% | -61.4% |
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