+17,150.5%
CAH vs SWK
+1,547.3%
+15,603.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +5.9% | -2.3% | +8.2% | +6.5% |
| 30D | +16.5% | +30.4% | -13.9% | +9.2% |
| 3M | +15.7% | +12.1% | +3.6% | +12.3% |
| 6M | +52.7% | +49.1% | +3.6% | +37.8% |
| YTD | +36.3% | +60.4% | -24.2% | +19.8% |
| 1Y | +36.7% | +78.3% | -41.6% | +16.9% |
| 3Y | +178.2% | +53.3% | +124.8% | +136.2% |
| 5Y | +515.8% | -27.0% | +542.7% | +514.2% |
| 10Y | +411.8% | +20.8% | +391.0% | +326.5% |
| All | +17,150.5% | +1,547.3% | +15,603.2% | +7,727.5% |
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