+317.8%
COP vs SWK
+30.0%
+287.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.2% |
| 7D | -9.7% | +11.3% | -21.0% | -13.7% |
| 30D | +4.7% | +28.1% | -23.4% | -5.1% |
| 3M | +18.5% | +12.6% | +5.9% | +12.2% |
| 6M | +11.4% | +51.7% | -40.3% | -7.5% |
| YTD | +47.9% | +60.0% | -12.1% | +18.0% |
| 1Y | +59.3% | +72.7% | -13.3% | +22.7% |
| 3Y | +23.6% | +46.3% | -22.7% | -4.0% |
| 5Y | +113.1% | -24.6% | +137.7% | +120.1% |
| All | +317.8% | +30.0% | +287.7% | +221.7% |
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