+37.0%
SWKS vs VRSK
+22.9%
+14.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.6% | +2.8% |
| 7D | +10.9% | -2.4% | +13.3% | +9.7% |
| 30D | +17.6% | +16.8% | +0.8% | +27.1% |
| 3M | +29.2% | +14.7% | +14.5% | +39.1% |
| 6M | +37.0% | +24.7% | +12.2% | +58.5% |
| All | +37.0% | +22.9% | +14.1% | +58.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling