+377.0%
DELL vs SWK
+46.0%
+331.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +3.8% |
| 7D | -22.6% | +11.0% | -33.6% | -26.1% |
| 30D | -43.2% | +30.1% | -73.2% | -49.3% |
| 3M | -24.8% | +14.7% | -39.5% | -29.4% |
| 6M | +38.0% | +44.5% | -6.5% | +17.6% |
| YTD | +163.7% | +59.4% | +104.4% | +114.8% |
| 1Y | +122.5% | +77.5% | +45.0% | +73.5% |
| 3Y | +377.0% | +49.5% | +327.5% | +293.6% |
| All | +377.0% | +46.0% | +331.0% | +293.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling