+16.9%
AGG vs SWK
+32.9%
-16.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | 0.0% |
| 7D | +0.4% | +10.7% | -10.2% | +0.2% |
| 30D | +2.1% | +33.3% | -31.2% | +1.4% |
| 3M | -0.3% | +14.7% | -15.0% | -0.7% |
| 6M | -0.9% | +48.5% | -49.4% | -1.9% |
| YTD | -0.3% | +63.9% | -64.2% | -1.5% |
| 1Y | 0.0% | +80.4% | -80.4% | -1.4% |
| 3Y | +15.3% | +58.1% | -42.9% | +13.7% |
| 5Y | -1.4% | -24.5% | +23.1% | -2.5% |
| 10Y | +16.9% | +29.5% | -12.6% | +14.8% |
| All | +16.9% | +32.9% | -16.0% | +14.8% |
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 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