+1,294.2%
VFC vs SWK
+1,585.9%
-291.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +13.1% | -8.7% | -1.7% |
| 7D | +21.5% | +17.9% | +3.6% | +12.2% |
| 30D | +46.7% | +31.9% | +14.7% | +28.4% |
| 3M | +38.4% | +16.6% | +21.8% | +28.4% |
| 6M | +15.2% | +61.1% | -45.9% | -8.3% |
| YTD | +17.8% | +64.2% | -46.4% | -7.4% |
| 1Y | +55.6% | +85.2% | -29.6% | +16.0% |
| 3Y | +44.3% | +50.2% | -5.9% | +20.4% |
| 5Y | -66.3% | -22.8% | -43.5% | -63.7% |
| 10Y | -44.3% | +35.8% | -80.1% | -53.5% |
| All | +1,294.2% | +1,585.9% | -291.7% | +383.2% |
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 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