+43.8%
IR vs SWK
-25.4%
+69.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -1.6% |
| 7D | +2.3% | +11.3% | -9.0% | -3.2% |
| 30D | +3.3% | +28.1% | -24.8% | -8.7% |
| 3M | -9.0% | +12.6% | -21.6% | -14.7% |
| 6M | +8.0% | +51.7% | -43.7% | -12.1% |
| YTD | +3.4% | +60.0% | -56.6% | -18.0% |
| 1Y | +4.5% | +72.7% | -68.2% | -20.0% |
| 3Y | +25.6% | +46.3% | -20.7% | -1.0% |
| 5Y | +43.8% | -24.6% | +68.4% | +48.6% |
| All | +43.8% | -25.4% | +69.2% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling