+155.5%
GE vs SWK
+29.6%
+125.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | +7.1% | +11.0% | -3.9% | +1.9% |
| 30D | +6.5% | +30.1% | -23.6% | -5.9% |
| 3M | -13.6% | +14.7% | -28.2% | -19.3% |
| 6M | +6.0% | +44.5% | -38.5% | -11.3% |
| YTD | +5.4% | +59.4% | -54.0% | -16.3% |
| 1Y | +6.5% | +77.5% | -71.1% | -19.9% |
| 3Y | +268.6% | +49.5% | +219.1% | +178.4% |
| 5Y | +389.0% | -24.9% | +413.9% | +417.0% |
| All | +155.5% | +29.6% | +125.9% | +98.4% |
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