+620.1%
LYB vs SWK
+174.9%
+445.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.7% |
| 7D | -0.6% | -2.3% | +1.7% | +0.6% |
| 30D | +5.3% | +30.4% | -25.1% | -10.7% |
| 3M | -1.2% | +12.1% | -13.3% | -9.1% |
| 6M | -13.1% | +49.1% | -62.2% | -34.0% |
| YTD | +49.3% | +60.4% | -11.1% | +5.1% |
| 1Y | +51.8% | +78.3% | -26.5% | 0.0% |
| 3Y | -18.9% | +53.3% | -72.2% | -44.9% |
| 5Y | -6.9% | -27.0% | +20.1% | -3.9% |
| 10Y | +34.2% | +20.8% | +13.4% | -7.9% |
| All | +620.1% | +174.9% | +445.2% | +162.0% |
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