-50.2%
COMP vs SWK
-28.8%
-21.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +13.1% | -5.4% | -2.9% |
| 7D | +9.5% | +17.9% | -8.4% | -4.6% |
| 30D | +8.1% | +31.9% | -23.9% | -14.0% |
| 3M | -16.3% | +16.6% | -32.9% | -26.5% |
| 6M | +42.2% | +61.1% | -18.9% | -3.2% |
| YTD | -5.0% | +64.2% | -69.2% | -36.9% |
| 1Y | +20.1% | +85.2% | -65.1% | -28.1% |
| 3Y | +358.4% | +50.2% | +308.3% | +211.9% |
| 5Y | -21.9% | -22.8% | +0.9% | -31.4% |
| All | -50.2% | -28.8% | -21.4% | -55.5% |
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 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