+7,451.3%
CME vs SWK
+524.8%
+6,926.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.6% |
| 7D | +3.7% | +11.3% | -7.6% | -0.5% |
| 30D | +13.7% | +28.1% | -14.4% | +3.8% |
| 3M | +16.6% | +12.6% | +4.0% | +11.0% |
| 6M | +8.2% | +51.7% | -43.5% | -8.7% |
| YTD | +16.3% | +60.0% | -43.6% | -5.2% |
| 1Y | +19.1% | +72.7% | -53.6% | -6.1% |
| 3Y | +67.4% | +46.3% | +21.0% | +28.4% |
| 5Y | +71.0% | -24.6% | +95.6% | +66.0% |
| 10Y | +338.9% | +32.2% | +306.7% | +176.3% |
| All | +7,451.3% | +524.8% | +6,926.5% | +1,682.8% |
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