+118.0%
GOOG vs SWK
+46.0%
+72.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | +2.1% | +11.0% | -9.0% | +0.1% |
| 30D | -18.3% | +30.1% | -48.3% | -22.3% |
| 3M | -20.3% | +14.7% | -35.0% | -22.5% |
| 6M | -28.1% | +44.5% | -72.6% | -33.3% |
| YTD | -9.3% | +59.4% | -68.7% | -18.1% |
| 1Y | -0.2% | +77.5% | -77.8% | -11.9% |
| 3Y | +118.0% | +49.5% | +68.6% | +92.7% |
| All | +118.0% | +46.0% | +72.1% | +92.7% |
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 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