+11.5%
IR vs SWK
+55.1%
-43.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +13.1% | -13.6% | -5.7% |
| 7D | +11.6% | +17.9% | -6.3% | +3.4% |
| 30D | +7.2% | +31.9% | -24.8% | -6.8% |
| 3M | -5.9% | +16.6% | -22.4% | -12.0% |
| 6M | +11.5% | +61.1% | -49.7% | -15.4% |
| All | +11.5% | +55.1% | -43.6% | -15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling