+131.4%
VMC vs SWK
+21.9%
+109.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -4.3% | -2.3% | -2.0% | -3.4% |
| 30D | +16.2% | +30.4% | -14.2% | +4.2% |
| 3M | -0.8% | +12.1% | -13.0% | -5.6% |
| 6M | +1.2% | +49.1% | -47.9% | -14.4% |
| YTD | +0.5% | +60.4% | -60.0% | -18.0% |
| 1Y | -2.9% | +78.3% | -81.2% | -24.2% |
| 3Y | +37.3% | +53.3% | -16.0% | +7.0% |
| 5Y | +48.8% | -27.0% | +75.7% | +58.6% |
| 10Y | +131.4% | +20.8% | +110.6% | +58.3% |
| All | +131.4% | +21.9% | +109.5% | +58.3% |
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