+55.4%
ACWI vs SWK
-25.4%
+80.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.2% | -3.2% |
| 7D | -4.0% | +11.3% | -15.3% | -6.7% |
| 30D | -5.8% | +28.1% | -33.9% | -11.7% |
| 3M | -5.0% | +12.6% | -17.6% | -8.1% |
| 6M | +0.7% | +51.7% | -51.0% | -10.0% |
| YTD | +8.4% | +60.0% | -51.5% | -5.0% |
| 1Y | +10.1% | +72.7% | -62.6% | -5.6% |
| 3Y | +70.8% | +46.3% | +24.5% | +47.0% |
| 5Y | +55.4% | -24.6% | +80.0% | +55.5% |
| All | +55.4% | -25.4% | +80.8% | +55.5% |
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