+347.2%
ACWI vs SWK
+302.3%
+44.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +13.1% | -11.4% | -3.5% |
| 7D | -0.5% | +17.9% | -18.4% | -7.2% |
| 30D | -1.6% | +31.9% | -33.6% | -12.4% |
| 3M | -1.3% | +16.6% | -17.9% | -7.9% |
| 6M | +5.8% | +61.1% | -55.3% | -13.8% |
| YTD | +12.7% | +64.2% | -51.5% | -10.0% |
| 1Y | +15.0% | +85.2% | -70.2% | -12.9% |
| 3Y | +77.5% | +50.2% | +27.4% | +38.0% |
| 5Y | +61.9% | -22.8% | +84.7% | +61.1% |
| 10Y | +236.1% | +35.8% | +200.4% | +125.8% |
| All | +347.2% | +302.3% | +44.9% | +34.0% |
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