+98.0%
VCIT vs SWK
+201.2%
-103.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -0.3% | -0.4% | +0.1% | -0.3% |
| 30D | -0.8% | -5.7% | +5.0% | -0.6% |
| 3M | -1.0% | +24.1% | -25.1% | -1.5% |
| 6M | -1.8% | +24.7% | -26.5% | -2.4% |
| YTD | -0.7% | +33.9% | -34.6% | -1.5% |
| 1Y | +1.0% | +34.7% | -33.7% | +0.2% |
| 3Y | +18.8% | +15.3% | +3.6% | +17.9% |
| 5Y | +3.5% | -39.3% | +42.8% | +2.7% |
| 10Y | +29.2% | +2.5% | +26.7% | +28.3% |
| All | +98.0% | +201.2% | -103.3% | +102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling