+113.3%
CSCO vs SWK
-38.7%
+152.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.4% |
| 7D | -0.7% | -0.4% | -0.2% | -0.6% |
| 30D | -10.1% | -5.7% | -4.4% | -9.0% |
| 3M | -15.7% | +24.1% | -39.8% | -19.8% |
| 6M | +36.3% | +24.7% | +11.6% | +29.0% |
| YTD | +43.8% | +33.9% | +9.9% | +33.7% |
| 1Y | +63.9% | +34.7% | +29.3% | +51.5% |
| 3Y | +104.4% | +15.3% | +89.1% | +89.3% |
| All | +113.3% | -38.7% | +152.0% | +120.5% |
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 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