+758.9%
COST vs SWK
+26.9%
+732.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | +4.6% | +11.3% | -6.7% | +2.7% |
| 30D | +12.8% | +31.5% | -18.7% | +7.7% |
| 3M | +12.1% | +14.4% | -2.4% | +9.4% |
| 6M | +6.0% | +46.4% | -40.4% | -1.0% |
| YTD | +24.4% | +61.6% | -37.2% | +13.6% |
| 1Y | +17.1% | +78.7% | -61.6% | +4.9% |
| 3Y | +92.2% | +54.4% | +37.8% | +70.9% |
| 5Y | +122.5% | -25.3% | +147.8% | +123.7% |
| 10Y | +758.9% | +22.4% | +736.5% | +661.2% |
| All | +758.9% | +26.9% | +732.0% | +661.2% |
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