+217.0%
SWK vs VIG
+623.5%
-406.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.6% |
| 7D | -0.4% | -0.4% | 0.0% | +0.2% |
| 30D | -5.7% | -1.0% | -4.8% | -4.4% |
| 3M | +24.1% | +2.8% | +21.3% | +19.8% |
| 6M | +24.7% | +8.2% | +16.5% | +12.2% |
| YTD | +33.9% | +11.0% | +22.9% | +16.4% |
| 1Y | +34.7% | +16.1% | +18.5% | +10.2% |
| 3Y | +15.3% | +56.2% | -40.9% | -36.3% |
| 5Y | -39.3% | +63.0% | -102.3% | -67.8% |
| 10Y | +2.5% | +241.4% | -238.9% | -79.0% |
| All | +217.0% | +623.5% | -406.5% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling