+128.4%
VRSK vs SWK
-0.7%
+129.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.9% |
| 7D | -5.4% | -4.6% | -0.9% | -4.4% |
| 30D | -1.8% | -9.9% | +8.1% | +0.4% |
| 3M | -2.2% | +15.4% | -17.7% | -5.7% |
| 6M | -14.9% | +25.0% | -39.9% | -20.0% |
| YTD | -20.0% | +27.2% | -47.2% | -25.6% |
| 1Y | -33.1% | +24.6% | -57.7% | -37.8% |
| 3Y | -25.6% | +13.7% | -39.3% | -32.1% |
| 5Y | -10.1% | -41.5% | +31.4% | -2.0% |
| 10Y | +128.4% | +0.7% | +127.7% | +92.3% |
| All | +128.4% | -0.7% | +129.1% | +92.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling