-44.8%
COMP vs SWK
-41.9%
-2.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.2% |
| 7D | +1.4% | -0.4% | +1.8% | +1.8% |
| 30D | -13.3% | -5.7% | -7.6% | -9.1% |
| 3M | +41.1% | +24.1% | +17.0% | +18.5% |
| 6M | +17.2% | +24.7% | -7.5% | -1.6% |
| YTD | +5.2% | +33.9% | -28.7% | -17.0% |
| 1Y | +18.9% | +34.7% | -15.8% | -7.4% |
| 3Y | +215.9% | +15.3% | +200.6% | +169.6% |
| 5Y | -31.2% | -39.3% | +8.1% | -27.6% |
| All | -44.8% | -41.9% | -2.9% | -41.5% |
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