+49.9%
ADP vs SWK
-26.0%
+75.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +0.9% | -2.3% | +3.2% | +1.3% |
| 30D | +11.9% | +30.4% | -18.5% | +6.6% |
| 3M | +13.7% | +12.1% | +1.6% | +11.2% |
| 6M | +46.8% | +49.1% | -2.3% | +35.6% |
| YTD | +21.8% | +60.4% | -38.7% | +10.0% |
| 1Y | +23.5% | +78.3% | -54.8% | +8.9% |
| 3Y | +44.1% | +53.3% | -9.2% | +25.9% |
| 5Y | +49.9% | -27.0% | +76.8% | +58.8% |
| All | +49.9% | -26.0% | +75.9% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling