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  • MSCI vs SWK✓SelectedUSD · SWKMSCI vs SWK performance historyLatest closeAs of-0.29%09/04
Stock and ETF performance explorer

MSCI vs SWK

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,417.1%
SWK return
+206.1%
Excess return
+2,211.0%
Maximum drawdown
-69.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSWKExcessAlpha
1D-0.3%+0.9%-1.2%-0.7%
7D+0.4%-0.4%+0.8%+0.6%
30D+0.6%-5.7%+6.3%+3.2%
3M-7.1%+24.1%-31.2%-17.1%
6M+0.8%+24.7%-23.9%-11.4%
YTD+1.0%+33.9%-33.0%-15.1%
1Y+4.3%+34.7%-30.4%-13.6%
3Y+9.9%+15.3%-5.3%-8.4%
5Y-6.8%-39.3%+32.5%+4.0%
10Y+614.7%+2.5%+612.2%+418.5%
All+2,417.1%+206.1%+2,211.0%+689.9%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling