-100.0%
VIVK vs SWK
+24.6%
-124.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.8% | +10.5% | +10.1% |
| 7D | +13.1% | +0.1% | +12.9% | +12.7% |
| 30D | -29.7% | -8.9% | -20.7% | -23.9% |
| 3M | -93.0% | +20.5% | -113.5% | -94.8% |
| 6M | -98.0% | +27.1% | -125.1% | -98.6% |
| YTD | -97.8% | +30.2% | -127.9% | -98.3% |
| 1Y | -100.0% | +24.8% | -124.7% | -100.0% |
| All | -100.0% | +24.6% | -124.6% | -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