+320.3%
COP vs SWK
+29.6%
+290.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -11.5% | +11.0% | -22.6% | -15.4% |
| 30D | +5.0% | +30.1% | -25.1% | -5.4% |
| 3M | +17.5% | +14.7% | +2.8% | +10.5% |
| 6M | +16.2% | +44.5% | -28.3% | -1.5% |
| YTD | +48.8% | +59.4% | -10.6% | +18.8% |
| 1Y | +64.1% | +77.5% | -13.4% | +24.8% |
| 3Y | +25.7% | +49.5% | -23.8% | -3.4% |
| 5Y | +114.4% | -24.9% | +139.3% | +121.7% |
| All | +320.3% | +29.6% | +290.7% | +224.0% |
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