+298.3%
COP vs SWK
+32.9%
+265.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.2% | -2.3% |
| 7D | -8.4% | +10.7% | -19.1% | -12.3% |
| 30D | +0.3% | +33.3% | -33.1% | -10.4% |
| 3M | +15.1% | +14.7% | +0.4% | +8.3% |
| 6M | +19.8% | +48.5% | -28.8% | +0.5% |
| YTD | +46.8% | +63.9% | -17.1% | +16.1% |
| 1Y | +59.7% | +80.4% | -20.7% | +20.9% |
| 3Y | +28.7% | +58.1% | -29.4% | -3.3% |
| 5Y | +110.7% | -24.5% | +135.2% | +118.8% |
| 10Y | +298.3% | +29.5% | +268.8% | +205.9% |
| All | +298.3% | +32.9% | +265.4% | +205.9% |
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