+84.2%
ASML vs SWK
-24.2%
+108.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +13.1% | -16.7% | -9.6% |
| 7D | -10.0% | +17.9% | -27.9% | -17.3% |
| 30D | -19.4% | +31.9% | -51.4% | -30.1% |
| 3M | -12.5% | +16.6% | -29.0% | -19.5% |
| 6M | +8.2% | +61.1% | -52.9% | -14.8% |
| YTD | +40.7% | +64.2% | -23.5% | +8.7% |
| 1Y | +46.1% | +85.2% | -39.1% | +6.2% |
| 3Y | +138.5% | +50.2% | +88.3% | +81.5% |
| 5Y | +84.2% | -22.8% | +107.0% | +78.1% |
| All | +84.2% | -24.2% | +108.4% | +78.1% |
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