+504.6%
CSX vs SWK
+2.4%
+502.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | -3.4% | -0.4% | -2.9% | -3.2% |
| 30D | -3.1% | -5.7% | +2.6% | -0.8% |
| 3M | +7.2% | +24.1% | -16.9% | -3.0% |
| 6M | +16.2% | +24.7% | -8.5% | +4.3% |
| YTD | +37.5% | +33.9% | +3.6% | +19.2% |
| 1Y | +53.2% | +34.7% | +18.5% | +31.3% |
| 3Y | +68.2% | +15.3% | +53.0% | +45.9% |
| 5Y | +65.2% | -39.3% | +104.5% | +89.8% |
| All | +504.6% | +2.4% | +502.2% | +392.2% |
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