+356.8%
ACWI vs SWK
+228.1%
+128.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +0.5% | -0.4% | +0.9% | +0.7% |
| 30D | +0.9% | -5.7% | +6.6% | +3.2% |
| 3M | +2.4% | +24.1% | -21.7% | -6.7% |
| 6M | +12.4% | +24.7% | -12.3% | +1.4% |
| YTD | +15.2% | +33.9% | -18.8% | +0.4% |
| 1Y | +22.7% | +34.7% | -12.0% | +5.8% |
| 3Y | +75.8% | +15.3% | +60.5% | +52.7% |
| 5Y | +67.7% | -39.3% | +107.0% | +84.9% |
| 10Y | +229.0% | +2.5% | +226.5% | +151.3% |
| All | +356.8% | +228.1% | +128.7% | +49.4% |
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