+74.9%
COST vs SWK
+15.2%
+59.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | -3.1% | -0.4% | -2.7% | -3.1% |
| 30D | -2.8% | -5.7% | +2.9% | -2.5% |
| 3M | -5.7% | +24.1% | -29.7% | -6.7% |
| 6M | -8.8% | +24.7% | -33.5% | -9.9% |
| YTD | +6.7% | +33.9% | -27.3% | +4.8% |
| 1Y | -3.6% | +34.7% | -38.3% | -5.5% |
| All | +74.9% | +15.2% | +59.8% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling