+710.1%
GOOG vs SWK
+17.8%
+692.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.9% | +2.3% |
| 7D | +4.8% | -2.0% | +6.8% | +5.4% |
| 30D | -15.5% | +24.6% | -40.1% | -21.6% |
| 3M | -13.7% | +10.8% | -24.5% | -17.0% |
| 6M | -23.0% | +46.1% | -69.0% | -32.7% |
| YTD | -5.7% | +56.8% | -62.5% | -20.2% |
| 1Y | +3.0% | +72.7% | -69.7% | -15.8% |
| 3Y | +122.4% | +49.9% | +72.5% | +80.7% |
| 5Y | +99.2% | -30.9% | +130.1% | +107.7% |
| All | +710.1% | +17.8% | +692.2% | +546.4% |
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