+111.9%
INTC vs SWK
+18.1%
+93.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +6.0% | -1.4% | +7.4% | +6.7% |
| 30D | -39.2% | +25.5% | -64.6% | -45.8% |
| 3M | -42.9% | +11.8% | -54.7% | -46.5% |
| 6M | -50.4% | +48.7% | -99.1% | -59.1% |
| YTD | +61.7% | +57.2% | +4.5% | +28.9% |
| 1Y | +66.1% | +75.3% | -9.1% | +25.7% |
| 3Y | +58.1% | +51.9% | +6.2% | +22.4% |
| 5Y | +27.9% | -30.7% | +58.6% | +34.1% |
| All | +111.9% | +18.1% | +93.8% | +72.4% |
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