+630.9%
LYB vs SWK
+129.5%
+501.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.4% |
| 7D | -0.2% | -0.4% | +0.2% | 0.0% |
| 30D | +8.7% | -5.7% | +14.4% | +12.1% |
| 3M | -3.0% | +24.1% | -27.1% | -16.6% |
| 6M | +4.7% | +24.7% | -20.0% | -12.9% |
| YTD | +51.6% | +33.9% | +17.6% | +20.2% |
| 1Y | +24.4% | +34.7% | -10.3% | -2.4% |
| 3Y | -23.5% | +15.3% | -38.7% | -37.7% |
| 5Y | -6.5% | -39.3% | +32.8% | +8.5% |
| 10Y | +40.5% | +2.5% | +38.0% | +7.3% |
| All | +630.9% | +129.5% | +501.4% | +199.7% |
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 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