+8,794.6%
SWKS vs VMC
+3,538.2%
+5,256.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -0.3% |
| 7D | -9.2% | +1.9% | -11.0% | -10.1% |
| 30D | -1.9% | +14.7% | -16.6% | -8.0% |
| 3M | +21.2% | -0.3% | +21.5% | +20.8% |
| 6M | +12.9% | -1.7% | +14.6% | +12.1% |
| YTD | +30.7% | +0.7% | +30.1% | +27.6% |
| 1Y | +14.1% | +0.9% | +13.2% | +11.2% |
| 3Y | -1.7% | +40.5% | -42.2% | -18.4% |
| 5Y | -43.0% | +51.5% | -94.5% | -54.5% |
| 10Y | +34.3% | +166.5% | -132.2% | -21.9% |
| All | +8,794.6% | +3,538.2% | +5,256.5% | +1,748.8% |
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 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