-12.0%
A vs SWK
-38.7%
+26.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | -1.9% | -0.4% | -1.5% | -1.8% |
| 30D | +6.9% | -5.7% | +12.6% | +9.2% |
| 3M | +9.2% | +24.1% | -14.8% | +0.3% |
| 6M | +25.7% | +24.7% | +1.0% | +14.6% |
| YTD | +11.5% | +33.9% | -22.4% | -1.7% |
| 1Y | +18.4% | +34.7% | -16.3% | +3.5% |
| 3Y | +26.6% | +15.3% | +11.3% | +13.4% |
| All | -12.0% | -38.7% | +26.7% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling