+312.9%
CSCO vs SWK
+30.0%
+282.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.6% | -5.0% | -6.8% |
| 7D | -11.9% | +11.3% | -23.1% | -14.9% |
| 30D | -18.8% | +28.1% | -46.9% | -25.0% |
| 3M | -21.2% | +12.6% | -33.8% | -24.5% |
| 6M | +1.9% | +51.7% | -49.8% | -11.5% |
| YTD | +26.1% | +60.0% | -33.9% | +6.8% |
| 1Y | +34.7% | +72.7% | -38.0% | +11.0% |
| 3Y | +94.0% | +46.3% | +47.7% | +60.9% |
| 5Y | +91.6% | -24.6% | +116.2% | +96.6% |
| All | +312.9% | +30.0% | +282.9% | +230.7% |
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 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