+3,517.8%
VMC vs SWK
+1,542.3%
+1,975.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.0% |
| 7D | +1.9% | +11.3% | -9.4% | -2.8% |
| 30D | +14.7% | +28.1% | -13.4% | +3.3% |
| 3M | -0.3% | +12.6% | -12.8% | -5.3% |
| 6M | -1.7% | +51.7% | -53.4% | -17.8% |
| YTD | +0.7% | +60.0% | -59.3% | -18.3% |
| 1Y | +0.9% | +72.7% | -71.8% | -20.9% |
| 3Y | +40.5% | +46.3% | -5.8% | +11.0% |
| 5Y | +51.5% | -24.6% | +76.2% | +53.0% |
| 10Y | +166.5% | +32.2% | +134.3% | +98.9% |
| All | +3,517.8% | +1,542.3% | +1,975.5% | +1,216.9% |
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