+122.2%
ALL vs SWK
-38.7%
+161.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | 0.0% | -0.4% | +0.5% | +0.1% |
| 30D | -1.5% | -5.7% | +4.2% | -0.7% |
| 3M | +23.6% | +24.1% | -0.4% | +19.0% |
| 6M | +22.3% | +24.7% | -2.4% | +17.2% |
| YTD | +26.5% | +33.9% | -7.4% | +19.3% |
| 1Y | +27.0% | +34.7% | -7.7% | +19.3% |
| 3Y | +149.6% | +15.3% | +134.3% | +134.7% |
| All | +122.2% | -38.7% | +161.0% | +135.7% |
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