-43.6%
SWKS vs VFC
-67.4%
+23.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -6.2% | +11.2% | -17.4% | -9.2% |
| 30D | -1.5% | +41.5% | -43.0% | -11.5% |
| 3M | +23.0% | +38.9% | -16.0% | +10.9% |
| 6M | +27.6% | +6.1% | +21.5% | +23.7% |
| YTD | +32.3% | +14.5% | +17.8% | +24.2% |
| 1Y | +20.1% | +46.0% | -25.8% | +4.2% |
| 3Y | +0.6% | +36.4% | -35.7% | -21.6% |
| All | -43.6% | -67.4% | +23.9% | -9.2% |
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