+8,007.1%
SWKS vs VFC
+845.1%
+7,162.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.2% | +2.6% |
| 7D | +12.5% | -1.6% | +14.1% | +13.2% |
| 30D | +10.5% | -11.6% | +22.1% | +15.7% |
| 3M | -7.4% | -18.1% | +10.7% | -1.0% |
| 6M | +32.7% | -27.4% | +60.0% | +46.6% |
| YTD | +19.2% | -24.8% | +44.0% | +29.5% |
| 1Y | +2.4% | -8.2% | +10.6% | +1.1% |
| 3Y | -25.6% | -29.1% | +3.5% | -30.5% |
| 5Y | -53.4% | -79.2% | +25.7% | -29.3% |
| 10Y | +23.2% | -68.1% | +91.3% | +47.2% |
| All | +8,007.1% | +845.1% | +7,162.0% | +3,297.0% |
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