+4,533.0%
COP vs SWK
+1,542.3%
+2,990.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.2% |
| 7D | -9.7% | +11.3% | -21.0% | -13.4% |
| 30D | +4.7% | +28.1% | -23.4% | -4.2% |
| 3M | +18.5% | +12.6% | +5.9% | +12.8% |
| 6M | +11.4% | +51.7% | -40.3% | -5.5% |
| YTD | +47.9% | +60.0% | -12.1% | +21.4% |
| 1Y | +59.3% | +72.7% | -13.3% | +27.0% |
| 3Y | +23.6% | +46.3% | -22.7% | 0.0% |
| 5Y | +113.1% | -24.6% | +137.7% | +107.5% |
| 10Y | +329.1% | +32.2% | +296.8% | +235.9% |
| All | +4,533.0% | +1,542.3% | +2,990.7% | +1,955.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling