+13,545.6%
COST vs SWK
+1,536.3%
+12,009.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | +4.1% | +11.0% | -7.0% | +1.0% |
| 30D | +12.0% | +30.1% | -18.1% | +4.0% |
| 3M | +11.2% | +14.7% | -3.5% | +6.7% |
| 6M | +6.1% | +44.5% | -38.4% | -5.0% |
| YTD | +22.9% | +59.4% | -36.5% | +6.0% |
| 1Y | +14.7% | +77.5% | -62.8% | -4.2% |
| 3Y | +92.3% | +49.5% | +42.9% | +60.3% |
| 5Y | +116.6% | -24.9% | +141.5% | +114.2% |
| 10Y | +775.4% | +31.8% | +743.6% | +563.6% |
| All | +13,545.6% | +1,536.3% | +12,009.3% | +3,249.2% |
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 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