+698.1%
VRSK vs SWK
+319.5%
+378.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +4.1% | -2.3% | +6.4% | +4.6% |
| 30D | +16.1% | +30.4% | -14.4% | +8.8% |
| 3M | +14.1% | +12.1% | +2.0% | +10.7% |
| 6M | +22.9% | +49.1% | -26.2% | +10.8% |
| YTD | -7.2% | +60.4% | -67.6% | -18.8% |
| 1Y | -3.4% | +78.3% | -81.7% | -17.9% |
| 3Y | -11.5% | +53.3% | -64.8% | -25.4% |
| 5Y | +0.2% | -27.0% | +27.1% | +1.9% |
| 10Y | +161.3% | +20.8% | +140.5% | +111.4% |
| All | +698.1% | +319.5% | +378.5% | +392.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling