+10,299.8%
CSX vs SWK
+1,585.9%
+8,713.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +13.1% | -10.5% | -3.1% |
| 7D | +0.1% | +17.9% | -17.8% | -7.3% |
| 30D | +9.7% | +31.9% | -22.2% | -3.3% |
| 3M | +2.3% | +16.6% | -14.3% | -5.0% |
| 6M | +17.1% | +61.1% | -44.1% | -6.8% |
| YTD | +44.9% | +64.2% | -19.3% | +13.2% |
| 1Y | +47.1% | +85.2% | -38.1% | +8.5% |
| 3Y | +78.6% | +50.2% | +28.4% | +36.2% |
| 5Y | +57.2% | -22.8% | +80.0% | +55.0% |
| 10Y | +479.2% | +35.8% | +443.4% | +313.8% |
| All | +10,299.8% | +1,585.9% | +8,713.8% | +2,273.7% |
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 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