+158.9%
VRSK vs SWK
+26.9%
+132.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.0% |
| 7D | +3.6% | +11.3% | -7.7% | +0.9% |
| 30D | +14.9% | +31.5% | -16.6% | +7.9% |
| 3M | +12.9% | +14.4% | -1.5% | +9.2% |
| 6M | +19.3% | +46.4% | -27.1% | +8.8% |
| YTD | -8.1% | +61.6% | -69.7% | -19.1% |
| 1Y | -3.2% | +78.7% | -82.0% | -17.1% |
| 3Y | -12.3% | +54.4% | -66.7% | -25.7% |
| 5Y | -1.2% | -25.3% | +24.1% | +2.0% |
| 10Y | +158.9% | +22.4% | +136.5% | +104.6% |
| All | +158.9% | +26.9% | +132.0% | +104.6% |
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