+6.3%
MSCI vs SWK
-25.4%
+31.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -2.0% |
| 7D | +6.0% | +11.3% | -5.2% | +2.8% |
| 30D | +18.2% | +28.1% | -9.9% | +10.2% |
| 3M | +15.1% | +12.6% | +2.5% | +11.0% |
| 6M | +13.7% | +51.7% | -38.0% | 0.0% |
| YTD | +15.6% | +60.0% | -44.4% | -1.3% |
| 1Y | +16.3% | +72.7% | -56.3% | -3.5% |
| 3Y | +36.9% | +46.3% | -9.4% | +14.4% |
| 5Y | +6.3% | -24.6% | +30.9% | +10.8% |
| All | +6.3% | -25.4% | +31.7% | +10.8% |
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