+321.5%
CSCO vs SWK
+32.9%
+288.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.3% | +4.3% |
| 7D | -2.9% | +10.7% | -13.6% | -6.0% |
| 30D | -16.7% | +33.3% | -50.0% | -23.9% |
| 3M | -18.4% | +14.7% | -33.1% | -22.2% |
| 6M | +2.9% | +48.5% | -45.6% | -9.8% |
| YTD | +30.4% | +63.9% | -33.5% | +9.7% |
| 1Y | +41.4% | +80.4% | -39.0% | +15.0% |
| 3Y | +104.7% | +58.1% | +46.5% | +65.4% |
| 5Y | +96.9% | -24.5% | +121.4% | +102.6% |
| 10Y | +321.5% | +29.5% | +292.0% | +237.5% |
| All | +321.5% | +32.9% | +288.6% | +237.5% |
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