-47.2%
VFC vs SWK
+29.6%
-76.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +11.2% | +11.0% | +0.2% | +3.4% |
| 30D | +41.5% | +30.1% | +11.5% | +18.6% |
| 3M | +38.9% | +14.7% | +24.3% | +26.2% |
| 6M | +6.1% | +44.5% | -38.4% | -17.4% |
| YTD | +14.5% | +59.4% | -44.8% | -17.3% |
| 1Y | +46.0% | +77.5% | -31.6% | -1.6% |
| 3Y | +36.4% | +49.5% | -13.1% | +2.8% |
| 5Y | -67.5% | -24.9% | -42.6% | -65.2% |
| All | -47.2% | +29.6% | -76.8% | -59.3% |
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