-100.0%
VIVK vs SWK
+346.1%
-446.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.1% | -0.4% | +34.5% | +34.2% |
| 7D | -42.9% | +11.0% | -54.0% | -45.1% |
| 30D | -88.6% | +30.1% | -118.6% | -89.5% |
| 3M | -97.7% | +14.7% | -112.3% | -97.8% |
| 6M | -99.9% | +44.5% | -144.4% | -99.9% |
| YTD | -99.9% | +59.4% | -159.3% | -99.9% |
| 1Y | -100.0% | +77.5% | -177.5% | -100.0% |
| 3Y | -100.0% | +49.5% | -149.5% | -100.0% |
| 5Y | -100.0% | -24.9% | -75.1% | -100.0% |
| 10Y | -100.0% | +31.8% | -131.8% | -100.0% |
| All | -100.0% | +346.1% | -446.1% | -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