-21.9%
COMP vs SWK
-24.2%
+2.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +13.1% | -5.4% | -3.2% |
| 7D | +9.5% | +17.9% | -8.4% | -5.0% |
| 30D | +8.1% | +31.9% | -23.9% | -14.6% |
| 3M | -16.3% | +16.6% | -32.9% | -26.8% |
| 6M | +42.2% | +61.1% | -18.9% | -4.5% |
| YTD | -5.0% | +64.2% | -69.2% | -37.8% |
| 1Y | +20.1% | +85.2% | -65.1% | -29.4% |
| 3Y | +358.4% | +50.2% | +308.3% | +206.1% |
| 5Y | -21.9% | -22.8% | +0.9% | -26.6% |
| All | -21.9% | -24.2% | +2.3% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling