+379.6%
META vs SWK
+2.4%
+377.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | +6.7% | -0.4% | +7.2% | +6.9% |
| 30D | +4.8% | -5.7% | +10.5% | +7.0% |
| 3M | -1.6% | +24.1% | -25.7% | -10.0% |
| 6M | -7.5% | +24.7% | -32.2% | -16.0% |
| YTD | -6.4% | +33.9% | -40.3% | -17.9% |
| 1Y | -17.3% | +34.7% | -52.0% | -28.2% |
| 3Y | +109.9% | +15.3% | +94.7% | +84.3% |
| 5Y | +65.4% | -39.3% | +104.6% | +77.7% |
| All | +379.6% | +2.4% | +377.2% | +306.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling