-3.1%
DOW vs SWK
+8.9%
-12.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -0.9% |
| 7D | -4.9% | +11.3% | -16.1% | -10.6% |
| 30D | +13.6% | +28.1% | -14.5% | -0.6% |
| 3M | +9.0% | +12.6% | -3.6% | +1.4% |
| 6M | -19.9% | +51.7% | -71.6% | -37.8% |
| YTD | +41.4% | +60.0% | -18.5% | +4.3% |
| 1Y | +47.4% | +72.7% | -25.3% | +4.1% |
| 3Y | -23.6% | +46.3% | -69.9% | -43.1% |
| 5Y | -27.9% | -24.6% | -3.3% | -24.5% |
| All | -3.1% | +8.9% | -12.0% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling