+235.2%
VIK vs SWK
+39.9%
+195.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | 0.0% | +11.0% | -11.0% | -4.4% |
| 30D | +7.7% | +30.1% | -22.4% | -3.7% |
| 3M | -17.6% | +14.7% | -32.3% | -22.5% |
| 6M | +1.7% | +44.5% | -42.8% | -13.9% |
| YTD | +22.5% | +59.4% | -36.9% | -0.9% |
| 1Y | +52.6% | +77.5% | -24.9% | +18.2% |
| All | +235.2% | +39.9% | +195.3% | +160.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling