+120.4%
C vs SWK
-24.2%
+144.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +13.1% | -11.5% | -2.9% |
| 7D | +1.1% | +17.9% | -16.8% | -4.9% |
| 30D | -2.4% | +31.9% | -34.4% | -11.9% |
| 3M | -8.4% | +16.6% | -24.9% | -13.7% |
| 6M | +0.3% | +61.1% | -60.8% | -16.5% |
| YTD | +9.1% | +64.2% | -55.1% | -10.5% |
| 1Y | +26.0% | +85.2% | -59.2% | -1.3% |
| 3Y | +221.2% | +50.2% | +171.0% | +161.1% |
| 5Y | +120.4% | -22.8% | +143.3% | +107.2% |
| All | +120.4% | -24.2% | +144.6% | +107.2% |
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 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