+43.8%
D vs SWK
+30.0%
+13.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.4% |
| 7D | +6.9% | +11.3% | -4.3% | +4.6% |
| 30D | +12.3% | +28.1% | -15.8% | +6.8% |
| 3M | +3.0% | +12.6% | -9.6% | +0.4% |
| 6M | +12.8% | +51.7% | -38.9% | +3.1% |
| YTD | +22.6% | +60.0% | -37.4% | +10.3% |
| 1Y | +21.7% | +72.7% | -51.0% | +7.5% |
| 3Y | +83.9% | +46.3% | +37.6% | +63.6% |
| 5Y | +14.0% | -24.6% | +38.6% | +14.7% |
| All | +43.8% | +30.0% | +13.7% | +25.9% |
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