+0.4%
AGG vs SWK
+23.5%
-23.1%
-2.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | 0.0% |
| 7D | +0.1% | -0.7% | +0.9% | +0.2% |
| 30D | -0.4% | -9.7% | +9.3% | 0.0% |
| 3M | -0.3% | +19.5% | -19.7% | -1.0% |
| 6M | -1.2% | +26.0% | -27.2% | -2.2% |
| YTD | -0.4% | +29.1% | -29.4% | -1.3% |
| 1Y | +0.4% | +23.7% | -23.3% | -0.4% |
| All | +0.4% | +23.5% | -23.1% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling