+4,492.0%
COP vs SWK
+1,275.2%
+3,216.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | +3.0% | -0.4% | +3.4% | +3.1% |
| 30D | +17.5% | -5.7% | +23.2% | +19.6% |
| 3M | +13.4% | +24.1% | -10.7% | +4.1% |
| 6M | +17.7% | +24.7% | -7.0% | +6.4% |
| YTD | +46.6% | +33.9% | +12.6% | +28.7% |
| 1Y | +44.6% | +34.7% | +9.9% | +25.9% |
| 3Y | +20.7% | +15.3% | +5.4% | +6.4% |
| 5Y | +185.0% | -39.3% | +224.3% | +200.4% |
| 10Y | +347.0% | +2.5% | +344.5% | +283.2% |
| All | +4,492.0% | +1,275.2% | +3,216.8% | +2,079.9% |
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