+780.0%
SWKS vs VRSK
+696.9%
+83.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -1.0% |
| 7D | -3.1% | +3.6% | -6.7% | -5.2% |
| 30D | +8.3% | +14.9% | -6.5% | 0.0% |
| 3M | +20.2% | +12.9% | +7.3% | +9.9% |
| 6M | +24.9% | +19.3% | +5.6% | +8.0% |
| YTD | +33.2% | -8.1% | +41.2% | +31.9% |
| 1Y | +23.6% | -3.2% | +26.8% | +18.3% |
| 3Y | +1.3% | -12.3% | +13.6% | -2.3% |
| 5Y | -40.6% | -1.2% | -39.4% | -48.4% |
| 10Y | +35.3% | +158.9% | -123.6% | -39.1% |
| All | +780.0% | +696.9% | +83.1% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling