+89.4%
META vs SWK
-24.2%
+113.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +13.1% | -11.7% | -3.5% |
| 7D | +2.9% | +17.9% | -15.0% | -3.7% |
| 30D | -15.1% | +31.9% | -47.0% | -24.0% |
| 3M | +7.2% | +16.6% | -9.3% | +0.4% |
| 6M | +3.4% | +61.1% | -57.7% | -15.9% |
| YTD | -4.3% | +64.2% | -68.5% | -24.0% |
| 1Y | +0.8% | +85.2% | -84.4% | -24.4% |
| 3Y | +102.2% | +50.2% | +52.0% | +53.9% |
| 5Y | +89.4% | -22.8% | +112.2% | +86.7% |
| All | +89.4% | -24.2% | +113.6% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling