+29.1%
VCIT vs SWK
+30.0%
-1.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.3% |
| 7D | +0.5% | +11.3% | -10.8% | 0.0% |
| 30D | +2.1% | +28.1% | -26.0% | +1.1% |
| 3M | -1.6% | +12.6% | -14.2% | -2.1% |
| 6M | -1.6% | +51.7% | -53.3% | -3.3% |
| YTD | -1.5% | +60.0% | -61.5% | -3.5% |
| 1Y | -0.4% | +72.7% | -73.1% | -2.7% |
| 3Y | +19.6% | +46.3% | -26.7% | +16.9% |
| 5Y | +3.3% | -24.6% | +27.9% | +1.9% |
| All | +29.1% | +30.0% | -1.0% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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