+32.4%
SWKS vs VMC
+146.3%
-113.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.4% |
| 7D | -2.7% | +0.3% | -3.0% | -3.0% |
| 30D | +8.5% | +18.6% | -10.1% | 0.0% |
| 3M | +17.3% | +2.0% | +15.2% | +15.6% |
| 6M | +25.1% | +2.6% | +22.5% | +21.9% |
| YTD | +33.3% | +2.3% | +31.1% | +28.9% |
| 1Y | +22.9% | +1.7% | +21.2% | +19.0% |
| 3Y | +5.5% | +41.7% | -36.2% | -14.3% |
| 5Y | -41.9% | +46.6% | -88.5% | -54.3% |
| 10Y | +32.4% | +140.3% | -107.8% | -21.7% |
| All | +32.4% | +146.3% | -113.9% | -21.7% |
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