+117.9%
ASML vs SWK
+46.5%
+71.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.6% | -6.7% | -8.3% |
| 7D | -19.0% | +11.3% | -30.3% | -23.0% |
| 30D | -25.9% | +28.1% | -54.0% | -34.0% |
| 3M | -19.1% | +12.6% | -31.6% | -23.7% |
| 6M | -5.7% | +51.7% | -57.4% | -22.4% |
| YTD | +27.6% | +60.0% | -32.4% | +1.6% |
| 1Y | +30.8% | +72.7% | -41.9% | +0.7% |
| All | +117.9% | +46.5% | +71.4% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling