+915.1%
MSFT vs SWK
+18.1%
+897.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -1.3% | -1.4% | +0.1% | -0.9% |
| 30D | -1.8% | +25.5% | -27.3% | -8.3% |
| 3M | +5.6% | +11.8% | -6.2% | +1.9% |
| 6M | +29.8% | +48.7% | -18.9% | +14.4% |
| YTD | +9.0% | +57.2% | -48.2% | -6.7% |
| 1Y | +4.9% | +75.3% | -70.3% | -13.6% |
| 3Y | +46.2% | +51.9% | -5.7% | +18.9% |
| 5Y | +62.1% | -30.7% | +92.9% | +71.3% |
| All | +915.1% | +18.1% | +897.0% | +692.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling