+13,507.3%
GOOGL vs SWK
+294.3%
+13,213.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -2.3% | -0.4% | -1.8% | -2.1% |
| 30D | -6.6% | -5.7% | -0.8% | -4.6% |
| 3M | -8.9% | +24.1% | -33.0% | -16.7% |
| 6M | +11.9% | +24.7% | -12.8% | +1.6% |
| YTD | +8.3% | +33.9% | -25.6% | -4.8% |
| 1Y | +46.2% | +34.7% | +11.5% | +27.2% |
| 3Y | +151.9% | +15.3% | +136.6% | +120.1% |
| 5Y | +137.7% | -39.3% | +177.0% | +159.8% |
| 10Y | +757.6% | +2.5% | +755.1% | +586.1% |
| All | +13,507.3% | +294.3% | +13,213.0% | +5,769.0% |
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