+2,271.9%
D vs SWK
+1,275.2%
+996.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +1.5% | -0.4% | +1.9% | +1.5% |
| 30D | -2.6% | -5.7% | +3.1% | -1.5% |
| 3M | 0.0% | +24.1% | -24.1% | -4.3% |
| 6M | +7.4% | +24.7% | -17.4% | +2.2% |
| YTD | +15.9% | +33.9% | -18.1% | +8.7% |
| 1Y | +18.1% | +34.7% | -16.6% | +10.2% |
| 3Y | +58.4% | +15.3% | +43.1% | +48.8% |
| 5Y | +5.2% | -39.3% | +44.5% | +9.0% |
| 10Y | +35.9% | +2.5% | +33.4% | +21.3% |
| All | +2,271.9% | +1,275.2% | +996.7% | +1,196.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling