+221.9%
C vs SWK
+30.0%
+191.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.6% | -2.5% | -3.7% |
| 7D | -5.3% | +11.3% | -16.5% | -10.7% |
| 30D | -7.3% | +28.1% | -35.4% | -18.8% |
| 3M | -13.5% | +12.6% | -26.1% | -19.3% |
| 6M | -6.5% | +51.7% | -58.2% | -26.0% |
| YTD | +3.6% | +60.0% | -56.4% | -21.3% |
| 1Y | +18.9% | +72.7% | -53.8% | -13.6% |
| 3Y | +205.0% | +46.3% | +158.7% | +126.8% |
| 5Y | +109.4% | -24.6% | +134.0% | +120.7% |
| All | +221.9% | +30.0% | +191.8% | +134.0% |
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