+158.7%
ADBE vs SWK
+3.3%
+155.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.6% | -7.0% |
| 7D | -8.6% | -0.4% | -8.1% | -8.5% |
| 30D | +2.8% | -5.7% | +8.5% | +4.6% |
| 3M | +3.1% | +24.1% | -20.9% | -4.5% |
| 6M | -2.4% | +24.7% | -27.1% | -10.7% |
| YTD | -23.9% | +33.9% | -57.8% | -32.4% |
| 1Y | -22.6% | +34.7% | -57.3% | -31.8% |
| 3Y | -52.7% | +15.3% | -68.0% | -58.1% |
| 5Y | -60.0% | -39.3% | -20.7% | -56.4% |
| All | +158.7% | +3.3% | +155.5% | +119.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling