+13.8%
A vs SWK
-25.4%
+39.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.5% | -2.1% |
| 7D | -5.2% | +11.3% | -16.4% | -9.1% |
| 30D | +1.4% | +28.1% | -26.6% | -7.7% |
| 3M | +21.9% | +12.6% | +9.3% | +16.2% |
| 6M | +46.7% | +51.7% | -5.1% | +24.3% |
| YTD | +27.2% | +60.0% | -32.8% | +4.5% |
| 1Y | +17.9% | +72.7% | -54.8% | -6.1% |
| 3Y | +61.1% | +46.3% | +14.8% | +31.8% |
| 5Y | +13.8% | -24.6% | +38.4% | +8.6% |
| All | +13.8% | -25.4% | +39.3% | +8.6% |
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