-43.6%
SWKS vs VMC
+42.5%
-86.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.7% |
| 7D | -6.2% | +0.5% | -6.7% | -6.7% |
| 30D | -1.5% | +15.8% | -17.3% | -9.0% |
| 3M | +23.0% | +0.6% | +22.4% | +21.9% |
| 6M | +27.6% | -4.0% | +31.6% | +28.4% |
| YTD | +32.3% | -0.3% | +32.6% | +28.4% |
| 1Y | +20.1% | -0.5% | +20.6% | +16.6% |
| 3Y | +0.6% | +39.6% | -38.9% | -24.4% |
| All | -43.6% | +42.5% | -86.1% | -60.8% |
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 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