+132.9%
ADBE vs SWK
+17.8%
+115.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.1% |
| 7D | -3.2% | -2.0% | -1.3% | -2.6% |
| 30D | +1.0% | +24.6% | -23.6% | -6.0% |
| 3M | -7.8% | +10.8% | -18.6% | -11.2% |
| 6M | -1.0% | +46.1% | -47.0% | -13.4% |
| YTD | -31.8% | +56.8% | -88.7% | -42.7% |
| 1Y | -29.2% | +72.7% | -102.0% | -42.5% |
| 3Y | -60.1% | +49.9% | -109.9% | -67.7% |
| 5Y | -63.7% | -30.9% | -32.8% | -62.0% |
| All | +132.9% | +17.8% | +115.1% | +78.4% |
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 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