+18.9%
SWKS vs VRSK
-8.8%
+27.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -2.8% |
| 7D | -4.9% | +4.2% | -9.2% | -4.0% |
| 30D | -1.2% | +21.2% | -22.4% | +3.4% |
| 3M | +24.2% | +2.9% | +21.3% | +26.5% |
| 6M | +21.5% | +11.3% | +10.2% | +24.9% |
| YTD | +33.5% | -10.8% | +44.3% | +36.0% |
| 1Y | +18.9% | -9.2% | +28.1% | +21.6% |
| All | +18.9% | -8.8% | +27.7% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling