+336.7%
COP vs SWK
+18.1%
+318.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +4.4% | -1.4% | +5.8% | +4.9% |
| 30D | 0.0% | +25.5% | -25.5% | -8.8% |
| 3M | +15.0% | +11.8% | +3.2% | +9.1% |
| 6M | +22.0% | +48.7% | -26.7% | +2.1% |
| YTD | +55.3% | +57.2% | -1.8% | +24.5% |
| 1Y | +64.1% | +75.3% | -11.1% | +25.2% |
| 3Y | +34.1% | +51.9% | -17.9% | +2.0% |
| 5Y | +133.4% | -30.7% | +164.1% | +153.3% |
| All | +336.7% | +18.1% | +318.6% | +221.8% |
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