-33.1%
VRSK vs SWK
+22.8%
-56.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.2% |
| 7D | -5.4% | -4.6% | -0.9% | -5.8% |
| 30D | -1.8% | -9.9% | +8.1% | -2.6% |
| 3M | -2.2% | +15.4% | -17.7% | -0.5% |
| 6M | -14.9% | +25.0% | -39.9% | -12.2% |
| YTD | -20.0% | +27.2% | -47.2% | -18.6% |
| 1Y | -33.1% | +24.6% | -57.7% | -31.3% |
| All | -33.1% | +22.8% | -56.0% | -31.3% |
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 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