-100.0%
VIVK vs SWK
+274.9%
-374.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.9% | -13.2% | -12.5% |
| 7D | -1.4% | -0.4% | -0.9% | -1.2% |
| 30D | -43.6% | -5.7% | -37.9% | -42.8% |
| 3M | -95.1% | +24.1% | -119.2% | -95.5% |
| 6M | -98.2% | +24.7% | -122.9% | -98.3% |
| YTD | -97.9% | +33.9% | -131.9% | -98.1% |
| 1Y | -100.0% | +34.7% | -134.7% | -100.0% |
| 3Y | -100.0% | +15.3% | -115.3% | -100.0% |
| 5Y | -100.0% | -39.3% | -60.7% | -100.0% |
| 10Y | -100.0% | +2.5% | -102.5% | -100.0% |
| All | -100.0% | +274.9% | -374.9% | -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 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