+14.8%
AGG vs SWK
+0.7%
+14.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -0.4% | -8.9% | +8.5% | -0.2% |
| 3M | -0.3% | +20.5% | -20.8% | -0.7% |
| 6M | -1.2% | +27.1% | -28.3% | -1.8% |
| YTD | -0.4% | +30.2% | -30.5% | -1.0% |
| 1Y | +0.4% | +24.8% | -24.4% | -0.2% |
| 3Y | +13.4% | +16.3% | -2.9% | +12.6% |
| 5Y | -1.4% | -40.1% | +38.7% | -2.0% |
| 10Y | +14.8% | +0.8% | +14.0% | +13.5% |
| All | +14.8% | +0.7% | +14.2% | +13.5% |
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