+10.0%
MSCI vs SWK
+15.2%
-5.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +0.4% | -0.4% | +0.8% | +0.5% |
| 30D | +0.6% | -5.7% | +6.3% | +1.5% |
| 3M | -7.1% | +24.1% | -31.2% | -11.0% |
| 6M | +0.8% | +24.7% | -23.9% | -3.8% |
| YTD | +1.0% | +33.9% | -33.0% | -5.7% |
| 1Y | +4.3% | +34.7% | -30.4% | -3.1% |
| All | +10.0% | +15.2% | -5.2% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling