-36.5%
SWKS vs VFC
-68.3%
+31.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -1.0% |
| 7D | +9.4% | +1.6% | +7.8% | +8.8% |
| 30D | +17.0% | +25.5% | -8.5% | +9.0% |
| 3M | +28.9% | +41.3% | -12.4% | +15.6% |
| 6M | +33.1% | +22.2% | +10.9% | +23.8% |
| YTD | +44.8% | +16.4% | +28.4% | +35.1% |
| 1Y | +36.2% | +38.4% | -2.2% | +20.1% |
| 3Y | +11.5% | +56.2% | -44.7% | -17.4% |
| All | -36.5% | -68.3% | +31.8% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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