+13,444.1%
GOOG vs SWK
+294.3%
+13,149.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -2.1% | -0.4% | -1.7% | -2.0% |
| 30D | -6.8% | -5.7% | -1.1% | -4.9% |
| 3M | -9.1% | +24.1% | -33.2% | -16.8% |
| 6M | +10.7% | +24.7% | -14.0% | +0.6% |
| YTD | +7.1% | +33.9% | -26.9% | -6.0% |
| 1Y | +44.6% | +34.7% | +9.9% | +25.8% |
| 3Y | +147.4% | +15.3% | +132.2% | +116.2% |
| 5Y | +133.8% | -39.3% | +173.1% | +155.6% |
| 10Y | +777.5% | +2.5% | +775.0% | +602.6% |
| All | +13,444.1% | +294.3% | +13,149.9% | +5,745.9% |
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