-100.0%
VIVK vs SWK
+87.6%
-187.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +13.1% | -40.6% | -32.9% |
| 7D | -68.7% | +17.9% | -86.6% | -72.1% |
| 30D | -90.0% | +31.9% | -122.0% | -91.8% |
| 3M | -98.1% | +16.6% | -114.6% | -98.3% |
| 6M | -99.9% | +61.1% | -161.0% | -100.0% |
| YTD | -99.9% | +64.2% | -164.1% | -99.9% |
| 1Y | -100.0% | +85.2% | -185.2% | -100.0% |
| All | -100.0% | +87.6% | -187.6% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling