+692.8%
GOOGL vs SWK
+18.1%
+674.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +3.9% | -1.4% | +5.2% | +4.3% |
| 30D | -14.9% | +25.5% | -40.4% | -21.2% |
| 3M | -14.6% | +11.8% | -26.3% | -18.1% |
| 6M | -26.4% | +48.7% | -75.1% | -36.0% |
| YTD | -5.3% | +57.2% | -62.5% | -19.9% |
| 1Y | +6.5% | +75.3% | -68.8% | -13.3% |
| 3Y | +126.0% | +51.9% | +74.1% | +82.8% |
| 5Y | +100.8% | -30.7% | +131.6% | +109.3% |
| All | +692.8% | +18.1% | +674.7% | +534.5% |
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