+328.9%
CME vs SWK
+29.6%
+299.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | +0.9% | +11.0% | -10.1% | -0.9% |
| 30D | +13.2% | +30.1% | -16.9% | +8.4% |
| 3M | +16.3% | +14.7% | +1.6% | +13.5% |
| 6M | +7.1% | +44.5% | -37.4% | +0.1% |
| YTD | +15.8% | +59.4% | -43.6% | +5.6% |
| 1Y | +17.1% | +77.5% | -60.5% | +4.5% |
| 3Y | +63.2% | +49.5% | +13.7% | +44.4% |
| 5Y | +70.2% | -24.9% | +95.1% | +80.9% |
| All | +328.9% | +29.6% | +299.3% | +214.4% |
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 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