-23.0%
DOW vs SWK
+46.5%
-69.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.2% |
| 7D | -4.9% | +11.3% | -16.1% | -9.2% |
| 30D | +13.6% | +28.1% | -14.5% | +2.3% |
| 3M | +9.0% | +12.6% | -3.6% | +3.2% |
| 6M | -19.9% | +51.7% | -71.6% | -35.0% |
| YTD | +41.4% | +60.0% | -18.5% | +9.3% |
| 1Y | +47.4% | +72.7% | -25.3% | +8.8% |
| All | -23.0% | +46.5% | -69.5% | -43.0% |
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 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