+8,902.0%
SWKS vs VMC
+3,502.6%
+5,399.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.6% |
| 7D | -6.2% | +0.5% | -6.7% | -6.6% |
| 30D | -1.5% | +15.8% | -17.3% | -8.0% |
| 3M | +23.0% | +0.6% | +22.4% | +22.0% |
| 6M | +27.6% | -4.0% | +31.6% | +28.2% |
| YTD | +32.3% | -0.3% | +32.6% | +29.7% |
| 1Y | +20.1% | -0.5% | +20.6% | +17.8% |
| 3Y | +0.6% | +39.6% | -38.9% | -16.2% |
| 5Y | -42.3% | +50.1% | -92.4% | -53.7% |
| 10Y | +35.9% | +163.9% | -128.0% | -20.6% |
| All | +8,902.0% | +3,502.6% | +5,399.4% | +1,779.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling