-12.0%
VRSK vs SWK
-38.5%
+26.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.8% | -2.7% | -5.2% |
| 7D | -9.7% | +0.1% | -9.8% | -9.7% |
| 30D | -8.5% | -8.9% | +0.4% | -7.6% |
| 3M | -1.7% | +20.5% | -22.2% | -3.9% |
| 6M | -17.9% | +27.1% | -45.0% | -20.5% |
| YTD | -21.1% | +30.2% | -51.3% | -24.3% |
| 1Y | -35.1% | +24.8% | -59.9% | -37.4% |
| 3Y | -26.7% | +16.3% | -43.0% | -30.3% |
| 5Y | -12.0% | -40.1% | +28.1% | -6.7% |
| All | -12.0% | -38.5% | +26.4% | -6.7% |
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