+55.6%
VFC vs SWK
+87.6%
-32.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +13.1% | -8.7% | -4.1% |
| 7D | +21.5% | +17.9% | +3.6% | +8.5% |
| 30D | +46.7% | +31.9% | +14.7% | +21.2% |
| 3M | +38.4% | +16.6% | +21.8% | +24.5% |
| 6M | +15.2% | +61.1% | -45.9% | -18.0% |
| YTD | +17.8% | +64.2% | -46.4% | -20.9% |
| 1Y | +55.6% | +85.2% | -29.6% | -9.8% |
| All | +55.6% | +87.6% | -32.1% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling