+304.8%
CSCO vs SWK
+29.6%
+275.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -10.2% | +11.0% | -21.2% | -13.2% |
| 30D | -20.1% | +30.1% | -50.1% | -26.5% |
| 3M | -22.4% | +14.7% | -37.0% | -26.0% |
| 6M | +2.8% | +44.5% | -41.7% | -9.2% |
| YTD | +23.6% | +59.4% | -35.8% | +4.8% |
| 1Y | +34.0% | +77.5% | -43.5% | +9.5% |
| 3Y | +89.3% | +49.5% | +39.8% | +55.8% |
| 5Y | +87.9% | -24.9% | +112.7% | +93.0% |
| All | +304.8% | +29.6% | +275.3% | +224.6% |
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