+89.2%
IT vs SWK
+18.1%
+71.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +1.1% | -1.4% | +2.5% | +1.5% |
| 30D | -1.8% | +25.5% | -27.3% | -9.2% |
| 3M | +4.8% | +11.8% | -7.0% | +0.7% |
| 6M | +33.0% | +48.7% | -15.7% | +15.1% |
| YTD | -23.8% | +57.2% | -81.0% | -36.3% |
| 1Y | -16.5% | +75.3% | -91.8% | -33.1% |
| 3Y | -53.6% | +51.9% | -105.6% | -62.8% |
| 5Y | -42.1% | -30.7% | -11.4% | -37.9% |
| All | +89.2% | +18.1% | +71.1% | +62.6% |
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 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