-12.2%
LYB vs SWK
+45.9%
-58.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +1.3% |
| 7D | +3.7% | -2.0% | +5.6% | +3.0% |
| 30D | +6.4% | +24.6% | -18.1% | +14.8% |
| 3M | +2.8% | +10.8% | -8.0% | +5.7% |
| 6M | -12.2% | +46.1% | -58.3% | +0.7% |
| All | -12.2% | +45.9% | -58.1% | +0.7% |
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