+748.4%
ASX vs SWK
+29.6%
+718.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.6% |
| 7D | -19.9% | +11.0% | -31.0% | -23.7% |
| 30D | -30.9% | +30.1% | -60.9% | -38.6% |
| 3M | -15.1% | +14.7% | -29.7% | -20.6% |
| 6M | -6.5% | +44.5% | -51.0% | -20.4% |
| YTD | +98.4% | +59.4% | +39.1% | +61.1% |
| 1Y | +107.9% | +77.5% | +30.3% | +61.1% |
| 3Y | +325.3% | +49.5% | +275.8% | +238.0% |
| 5Y | +447.3% | -24.9% | +472.2% | +458.9% |
| All | +748.4% | +29.6% | +718.8% | +548.2% |
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