-1.1%
AGG vs SWK
-25.5%
+24.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.2% | +11.0% | -10.8% | -0.2% |
| 30D | +2.4% | +30.1% | -27.7% | +1.4% |
| 3M | -0.2% | +14.7% | -14.9% | -0.8% |
| 6M | -1.0% | +44.5% | -45.5% | -2.4% |
| YTD | -0.4% | +59.4% | -59.7% | -2.2% |
| 1Y | -0.1% | +77.5% | -77.6% | -2.3% |
| 3Y | +15.3% | +49.5% | -34.2% | +12.8% |
| All | -1.1% | -25.5% | +24.3% | -3.5% |
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 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