+223.5%
C vs SWK
+29.6%
+194.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -2.4% | +11.0% | -13.4% | -7.9% |
| 30D | -6.0% | +30.1% | -36.0% | -18.3% |
| 3M | -10.5% | +14.7% | -25.2% | -17.4% |
| 6M | -5.7% | +44.5% | -50.2% | -23.4% |
| YTD | +4.1% | +59.4% | -55.2% | -20.7% |
| 1Y | +20.5% | +77.5% | -57.0% | -13.7% |
| 3Y | +208.1% | +49.5% | +158.7% | +126.3% |
| 5Y | +110.4% | -24.9% | +135.3% | +122.2% |
| All | +223.5% | +29.6% | +194.0% | +135.6% |
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