+396.9%
ALL vs SWK
+30.0%
+366.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.2% |
| 7D | +4.2% | +11.3% | -7.0% | +1.2% |
| 30D | +18.9% | +28.1% | -9.2% | +11.2% |
| 3M | +1.2% | +12.6% | -11.4% | -2.3% |
| 6M | +23.2% | +51.7% | -28.5% | +8.8% |
| YTD | +30.0% | +60.0% | -30.0% | +11.9% |
| 1Y | +39.6% | +72.7% | -33.1% | +17.2% |
| 3Y | +115.2% | +46.3% | +68.9% | +80.2% |
| 5Y | +156.2% | -24.6% | +180.9% | +163.8% |
| All | +396.9% | +30.0% | +366.9% | +319.6% |
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