-36.5%
SWKS vs VMC
+42.8%
-79.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.1% |
| 3M | +28.9% | +0.6% | +28.3% | +27.7% |
| 6M | +33.1% | +2.1% | +31.1% | +29.3% |
| YTD | +44.8% | -1.6% | +46.4% | +41.3% |
| 1Y | +36.2% | -1.2% | +37.4% | +32.5% |
| 3Y | +11.5% | +35.3% | -23.8% | -14.7% |
| All | -36.5% | +42.8% | -79.4% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling