+25.9%
SWKS vs VMC
+149.2%
-123.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.1% |
| 7D | +12.5% | -4.3% | +16.8% | +14.7% |
| 30D | +10.5% | -8.2% | +18.7% | +14.7% |
| 3M | -7.4% | -7.0% | -0.3% | -5.0% |
| 6M | +32.7% | -10.8% | +43.4% | +38.1% |
| YTD | +19.2% | -7.4% | +26.6% | +21.1% |
| 1Y | +2.4% | -9.5% | +11.9% | +4.9% |
| 3Y | -25.6% | +20.5% | -46.1% | -34.5% |
| 5Y | -53.4% | +51.6% | -105.0% | -63.5% |
| All | +25.9% | +149.2% | -123.3% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling