+64.1%
COP vs SWK
+71.2%
-7.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.5% |
| 7D | -11.5% | +11.0% | -22.6% | -9.1% |
| 30D | +5.0% | +30.1% | -25.1% | +11.2% |
| 3M | +17.5% | +14.7% | +2.8% | +21.5% |
| 6M | +16.2% | +44.5% | -28.3% | +26.1% |
| YTD | +48.8% | +59.4% | -10.6% | +61.9% |
| 1Y | +64.1% | +77.5% | -13.4% | +80.0% |
| All | +64.1% | +71.2% | -7.1% | +80.0% |
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 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