-3.9%
VRSK vs SWK
-23.3%
+19.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.3% |
| 7D | -0.4% | +10.7% | -11.1% | -1.7% |
| 30D | +12.9% | +33.3% | -20.4% | +9.2% |
| 3M | +4.9% | +14.7% | -9.8% | +3.1% |
| 6M | +17.3% | +48.5% | -31.2% | +11.8% |
| YTD | -9.6% | +63.9% | -73.5% | -15.5% |
| 1Y | -5.6% | +80.4% | -86.0% | -13.2% |
| 3Y | -12.9% | +58.1% | -71.0% | -20.9% |
| 5Y | -3.9% | -24.5% | +20.6% | +0.8% |
| All | -3.9% | -23.3% | +19.3% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling