+265.0%
C vs SWK
+15.2%
+249.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | +3.6% | -0.4% | +4.1% | +3.8% |
| 30D | +0.1% | -5.7% | +5.8% | +2.0% |
| 3M | +2.4% | +24.1% | -21.7% | -5.5% |
| 6M | +24.9% | +24.7% | +0.2% | +14.4% |
| YTD | +19.8% | +33.9% | -14.1% | +6.6% |
| 1Y | +44.9% | +34.7% | +10.2% | +27.9% |
| All | +265.0% | +15.2% | +249.8% | +233.4% |
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