-37.4%
DOW vs SWK
-38.7%
+1.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.4% |
| 7D | -2.4% | -0.4% | -1.9% | -2.2% |
| 30D | +0.4% | -5.7% | +6.1% | +2.6% |
| 3M | -14.4% | +24.1% | -38.5% | -23.0% |
| 6M | -7.0% | +24.7% | -31.7% | -18.0% |
| YTD | +30.2% | +33.9% | -3.7% | +10.8% |
| 1Y | +29.2% | +34.7% | -5.5% | +9.5% |
| 3Y | -36.7% | +15.3% | -52.0% | -44.9% |
| All | -37.4% | -38.7% | +1.3% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling