+331.4%
IR vs SWK
+10.6%
+320.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +13.1% | -13.6% | -7.3% |
| 7D | +11.6% | +17.9% | -6.3% | +1.6% |
| 30D | +7.2% | +31.9% | -24.8% | -8.3% |
| 3M | -5.9% | +16.6% | -22.4% | -14.1% |
| 6M | +11.5% | +61.1% | -49.7% | -14.7% |
| YTD | +6.3% | +64.2% | -57.9% | -19.7% |
| 1Y | +9.1% | +85.2% | -76.1% | -22.8% |
| 3Y | +29.2% | +50.2% | -21.0% | -3.2% |
| 5Y | +48.2% | -22.8% | +71.0% | +55.0% |
| All | +331.4% | +10.6% | +320.8% | +258.6% |
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 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