+622.2%
GOOGL vs SWK
+32.9%
+589.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.3% |
| 7D | +3.3% | +10.7% | -7.4% | -0.1% |
| 30D | -18.1% | +33.3% | -51.4% | -25.5% |
| 3M | -18.6% | +14.7% | -33.3% | -22.6% |
| 6M | -28.0% | +48.5% | -76.5% | -37.3% |
| YTD | -7.8% | +63.9% | -71.7% | -22.9% |
| 1Y | +3.6% | +80.4% | -76.8% | -16.3% |
| 3Y | +123.4% | +58.1% | +65.2% | +78.6% |
| 5Y | +95.3% | -24.5% | +119.8% | +97.6% |
| 10Y | +622.2% | +29.5% | +592.7% | +489.3% |
| All | +622.2% | +32.9% | +589.3% | +489.3% |
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