+95.9%
VCIT vs SWK
+269.3%
-173.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +13.1% | -12.5% | +0.3% |
| 7D | +0.4% | +17.9% | -17.5% | 0.0% |
| 30D | +2.2% | +31.9% | -29.8% | +1.5% |
| 3M | -1.8% | +16.6% | -18.4% | -2.2% |
| 6M | -1.6% | +61.1% | -62.8% | -2.8% |
| YTD | -1.7% | +64.2% | -65.9% | -3.0% |
| 1Y | -0.8% | +85.2% | -86.1% | -2.4% |
| 3Y | +19.3% | +50.2% | -30.9% | +17.6% |
| 5Y | +3.5% | -22.8% | +26.3% | +2.2% |
| 10Y | +28.6% | +35.8% | -7.2% | +27.2% |
| All | +95.9% | +269.3% | -173.4% | +99.7% |
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