+193,139.0%
CSCO vs SWK
+1,718.3%
+191,420.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.6% | -5.0% | -6.6% |
| 7D | -11.9% | +11.3% | -23.1% | -15.7% |
| 30D | -18.8% | +28.1% | -46.9% | -26.6% |
| 3M | -21.2% | +12.6% | -33.8% | -25.4% |
| 6M | +1.9% | +51.7% | -49.8% | -14.7% |
| YTD | +26.1% | +60.0% | -33.9% | +2.2% |
| 1Y | +34.7% | +72.7% | -38.0% | +5.6% |
| 3Y | +94.0% | +46.3% | +47.7% | +53.2% |
| 5Y | +91.6% | -24.6% | +116.2% | +88.5% |
| 10Y | +323.2% | +32.2% | +290.9% | +202.6% |
| All | +193,139.0% | +1,718.3% | +191,420.7% | +41,124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling