-4.5%
META vs SWK
+82.9%
-87.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -3.7% |
| 7D | -3.1% | +11.3% | -14.4% | -4.2% |
| 30D | -18.1% | +28.1% | -46.2% | -20.3% |
| 3M | +2.9% | +12.6% | -9.7% | +1.8% |
| 6M | +0.2% | +51.7% | -51.5% | -5.9% |
| YTD | -8.1% | +60.0% | -68.1% | -16.5% |
| 1Y | -4.5% | +72.7% | -77.2% | -15.5% |
| All | -4.5% | +82.9% | -87.5% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling