+6,045.6%
IT vs SWK
+1,046.3%
+4,999.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -5.0% |
| 7D | -6.0% | -0.4% | -5.6% | -5.9% |
| 30D | 0.0% | -5.7% | +5.7% | +2.1% |
| 3M | +13.1% | +24.1% | -11.0% | +3.3% |
| 6M | +11.7% | +24.7% | -13.0% | +0.6% |
| YTD | -26.1% | +33.9% | -60.0% | -35.7% |
| 1Y | -21.3% | +34.7% | -55.9% | -32.0% |
| 3Y | -46.7% | +15.3% | -62.0% | -53.6% |
| 5Y | -40.5% | -39.3% | -1.2% | -35.5% |
| 10Y | +103.9% | +2.5% | +101.4% | +66.5% |
| All | +6,045.6% | +1,046.3% | +4,999.3% | +1,979.2% |
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