-53.0%
SWKS vs VFC
-79.1%
+26.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.2% | +2.8% |
| 7D | +12.5% | -1.6% | +14.1% | +13.1% |
| 30D | +10.5% | -11.6% | +22.1% | +14.6% |
| 3M | -7.4% | -18.1% | +10.7% | -2.3% |
| 6M | +32.7% | -27.4% | +60.0% | +43.7% |
| YTD | +19.2% | -24.8% | +44.0% | +27.4% |
| 1Y | +2.4% | -8.2% | +10.6% | +1.5% |
| 3Y | -25.6% | -29.1% | +3.5% | -28.4% |
| All | -53.0% | -79.1% | +26.1% | -19.5% |
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