+8,794.6%
SWKS vs VFC
+1,337.9%
+7,456.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.9% | -1.0% |
| 7D | -9.2% | +10.9% | -20.0% | -12.9% |
| 30D | -1.9% | +40.6% | -42.5% | -14.3% |
| 3M | +21.2% | +34.4% | -13.2% | +7.4% |
| 6M | +12.9% | +12.3% | +0.6% | +5.5% |
| YTD | +30.7% | +14.4% | +16.4% | +20.2% |
| 1Y | +14.1% | +40.6% | -26.5% | -3.6% |
| 3Y | -1.7% | +40.1% | -41.8% | -28.6% |
| 5Y | -43.0% | -67.6% | +24.6% | -27.3% |
| 10Y | +34.3% | -45.9% | +80.2% | +30.2% |
| All | +8,794.6% | +1,337.9% | +7,456.8% | +3,053.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling