+122.8%
COST vs SWK
-28.9%
+151.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.7% | +0.7% |
| 7D | +2.5% | -2.0% | +4.5% | +2.8% |
| 30D | +14.6% | +24.6% | -10.0% | +11.2% |
| 3M | +15.2% | +10.8% | +4.4% | +13.4% |
| 6M | +7.2% | +46.1% | -38.9% | +1.4% |
| YTD | +27.4% | +56.8% | -29.4% | +18.6% |
| 1Y | +20.2% | +72.7% | -52.5% | +10.1% |
| 3Y | +96.9% | +49.9% | +47.0% | +77.6% |
| 5Y | +122.8% | -30.9% | +153.7% | +140.7% |
| All | +122.8% | -28.9% | +151.7% | +140.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling