-4.9%
DOW vs SWK
+8.5%
-13.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -9.5% | +11.0% | -20.5% | -14.8% |
| 30D | +13.1% | +30.1% | -17.0% | -1.8% |
| 3M | +4.8% | +14.7% | -9.8% | -3.4% |
| 6M | -16.7% | +44.5% | -61.2% | -33.4% |
| YTD | +38.9% | +59.4% | -20.5% | +2.6% |
| 1Y | +48.3% | +77.5% | -29.2% | +3.1% |
| 3Y | -24.4% | +49.5% | -73.8% | -44.4% |
| 5Y | -29.2% | -24.9% | -4.3% | -25.8% |
| All | -4.9% | +8.5% | -13.3% | -23.0% |
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 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