+245.1%
VIK vs SWK
+40.8%
+204.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.6% |
| 7D | -1.2% | -2.3% | +1.1% | -0.3% |
| 30D | +11.5% | +30.4% | -18.9% | -0.4% |
| 3M | -11.3% | +12.1% | -23.5% | -15.8% |
| 6M | +11.3% | +49.1% | -37.8% | -7.0% |
| YTD | +26.1% | +60.4% | -34.3% | +1.6% |
| 1Y | +50.0% | +78.3% | -28.3% | +15.8% |
| All | +245.1% | +40.8% | +204.3% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling