+322.1%
ADP vs SWK
+30.0%
+292.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +2.0% |
| 7D | +7.4% | +11.3% | -3.9% | +3.7% |
| 30D | +17.1% | +28.1% | -11.0% | +8.4% |
| 3M | +14.4% | +12.6% | +1.9% | +9.9% |
| 6M | +47.9% | +51.7% | -3.8% | +28.4% |
| YTD | +22.1% | +60.0% | -37.9% | +2.9% |
| 1Y | +21.8% | +72.7% | -50.9% | -0.2% |
| 3Y | +50.5% | +46.3% | +4.2% | +23.3% |
| 5Y | +49.6% | -24.6% | +74.2% | +54.6% |
| All | +322.1% | +30.0% | +292.0% | +233.3% |
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