+700.7%
GOOGL vs SWK
+17.8%
+682.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.5% |
| 7D | +5.7% | -2.0% | +7.7% | +6.3% |
| 30D | -15.6% | +24.6% | -40.2% | -21.6% |
| 3M | -13.0% | +10.8% | -23.8% | -16.3% |
| 6M | -22.8% | +46.1% | -68.9% | -32.5% |
| YTD | -4.4% | +56.8% | -61.2% | -19.1% |
| 1Y | +4.5% | +72.7% | -68.3% | -14.5% |
| 3Y | +127.4% | +49.9% | +77.6% | +84.8% |
| 5Y | +102.8% | -30.9% | +133.7% | +111.5% |
| All | +700.7% | +17.8% | +682.8% | +541.3% |
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