+160.3%
VMC vs SWK
+29.6%
+130.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +0.5% | +11.0% | -10.5% | -3.8% |
| 30D | +15.8% | +30.1% | -14.2% | +3.9% |
| 3M | +0.6% | +14.7% | -14.1% | -5.1% |
| 6M | -4.0% | +44.5% | -48.5% | -17.8% |
| YTD | -0.3% | +59.4% | -59.7% | -18.5% |
| 1Y | -0.5% | +77.5% | -78.0% | -22.3% |
| 3Y | +39.6% | +49.5% | -9.9% | +9.8% |
| 5Y | +50.1% | -24.9% | +74.9% | +57.6% |
| All | +160.3% | +29.6% | +130.7% | +64.4% |
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