+91.6%
CSCO vs SWK
-25.4%
+117.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.6% | -5.0% | -7.1% |
| 7D | -11.9% | +11.3% | -23.1% | -13.9% |
| 30D | -18.8% | +28.1% | -46.9% | -23.0% |
| 3M | -21.2% | +12.6% | -33.8% | -23.3% |
| 6M | +1.9% | +51.7% | -49.8% | -7.3% |
| YTD | +26.1% | +60.0% | -33.9% | +12.7% |
| 1Y | +34.7% | +72.7% | -38.0% | +18.2% |
| 3Y | +94.0% | +46.3% | +47.7% | +70.6% |
| 5Y | +91.6% | -24.6% | +116.2% | +89.7% |
| All | +91.6% | -25.4% | +117.0% | +89.7% |
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 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