+60.7%
COP vs SWK
+87.6%
-26.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +13.1% | -18.3% | -2.3% |
| 7D | -8.1% | +17.9% | -26.0% | -4.6% |
| 30D | +6.7% | +31.9% | -25.3% | +13.1% |
| 3M | +16.9% | +16.6% | +0.3% | +21.2% |
| 6M | +11.2% | +61.1% | -49.9% | +21.3% |
| YTD | +49.5% | +64.2% | -14.7% | +62.6% |
| 1Y | +60.7% | +85.2% | -24.5% | +74.6% |
| All | +60.7% | +87.6% | -26.9% | +74.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling