+7.1%
LOW vs SWK
-30.7%
+37.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +1.4% | -1.4% | +2.8% | +2.0% |
| 30D | +21.7% | +25.5% | -3.8% | +10.2% |
| 3M | +5.0% | +11.8% | -6.8% | -0.2% |
| 6M | +4.6% | +48.7% | -44.1% | -12.4% |
| YTD | -3.5% | +57.2% | -60.7% | -21.4% |
| 1Y | +0.5% | +75.3% | -74.7% | -22.0% |
| 3Y | +24.8% | +51.9% | -27.1% | -1.3% |
| All | +7.1% | -30.7% | +37.7% | +14.1% |
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