+284.5%
ADP vs SWK
+2.4%
+282.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | -3.4% | -0.4% | -3.0% | -3.3% |
| 30D | +2.8% | -5.7% | +8.5% | +4.5% |
| 3M | +20.9% | +24.1% | -3.1% | +12.2% |
| 6M | +29.9% | +24.7% | +5.2% | +19.2% |
| YTD | +9.6% | +33.9% | -24.3% | -2.2% |
| 1Y | -5.3% | +34.7% | -39.9% | -16.2% |
| 3Y | +16.5% | +15.3% | +1.2% | +3.1% |
| 5Y | +49.4% | -39.3% | +88.7% | +66.0% |
| All | +284.5% | +2.4% | +282.0% | +215.1% |
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