-68.0%
VFC vs SWK
+2.4%
-70.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.8% |
| 7D | -1.6% | -0.4% | -1.2% | -1.3% |
| 30D | -11.6% | -5.7% | -5.9% | -8.2% |
| 3M | -18.1% | +24.1% | -42.2% | -29.2% |
| 6M | -27.4% | +24.7% | -52.1% | -37.8% |
| YTD | -24.8% | +33.9% | -58.8% | -38.8% |
| 1Y | -8.2% | +34.7% | -42.9% | -25.5% |
| 3Y | -29.1% | +15.3% | -44.4% | -36.9% |
| 5Y | -79.2% | -39.3% | -39.9% | -74.3% |
| All | -68.0% | +2.4% | -70.4% | -72.2% |
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