+9.0%
MSFT vs SWK
+87.6%
-78.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +13.1% | -6.4% | +6.2% |
| 7D | +4.7% | +17.9% | -13.2% | +4.3% |
| 30D | +5.8% | +31.9% | -26.1% | +5.5% |
| 3M | +13.0% | +16.6% | -3.6% | +12.6% |
| 6M | +34.9% | +61.1% | -26.2% | +36.4% |
| YTD | +15.7% | +64.2% | -48.6% | +17.3% |
| 1Y | +9.0% | +85.2% | -76.3% | +10.7% |
| All | +9.0% | +87.6% | -78.7% | +10.7% |
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 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