+1,163.5%
C vs SWK
+1,275.2%
-111.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.8% |
| 7D | +3.6% | -0.4% | +4.1% | +3.9% |
| 30D | +0.1% | -5.7% | +5.8% | +3.5% |
| 3M | +2.4% | +24.1% | -21.7% | -11.1% |
| 6M | +24.9% | +24.7% | +0.2% | +6.9% |
| YTD | +19.8% | +33.9% | -14.1% | -2.5% |
| 1Y | +44.9% | +34.7% | +10.2% | +15.9% |
| 3Y | +263.0% | +15.3% | +247.7% | +196.1% |
| 5Y | +129.5% | -39.3% | +168.8% | +161.0% |
| 10Y | +291.6% | +2.5% | +289.1% | +199.1% |
| All | +1,163.5% | +1,275.2% | -111.6% | +131.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling