+47.8%
ADP vs SWK
+46.0%
+1.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | +3.2% | +11.0% | -7.8% | +2.1% |
| 30D | +14.9% | +30.1% | -15.1% | +12.0% |
| 3M | +11.6% | +14.7% | -3.0% | +10.0% |
| 6M | +48.5% | +44.5% | +4.0% | +42.8% |
| YTD | +20.6% | +59.4% | -38.8% | +14.1% |
| 1Y | +23.7% | +77.5% | -53.8% | +15.2% |
| 3Y | +47.8% | +49.5% | -1.7% | +34.9% |
| All | +47.8% | +46.0% | +1.8% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling