+50.8%
SWKS vs VMC
+125.2%
-74.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +9.4% | -1.3% | +10.7% | +10.0% |
| 30D | +17.0% | +15.5% | +1.5% | +9.0% |
| 3M | +28.9% | +0.6% | +28.3% | +27.9% |
| 6M | +33.1% | +2.1% | +31.1% | +29.9% |
| YTD | +44.8% | -1.6% | +46.4% | +42.4% |
| 1Y | +36.2% | -1.2% | +37.4% | +33.6% |
| 3Y | +11.5% | +35.3% | -23.8% | -7.7% |
| 5Y | -37.1% | +43.6% | -80.7% | -50.0% |
| All | +50.8% | +125.2% | -74.4% | -8.8% |
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