+913.4%
MSFT vs SWK
+17.8%
+895.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.0% |
| 7D | -2.4% | -2.0% | -0.5% | -1.8% |
| 30D | -3.8% | +24.6% | -28.4% | -9.9% |
| 3M | +6.4% | +10.8% | -4.4% | +2.9% |
| 6M | +28.8% | +46.1% | -17.3% | +14.1% |
| YTD | +8.8% | +56.8% | -48.0% | -6.8% |
| 1Y | +3.2% | +72.7% | -69.6% | -14.6% |
| 3Y | +44.8% | +49.9% | -5.1% | +18.3% |
| 5Y | +61.8% | -30.9% | +92.7% | +71.1% |
| All | +913.4% | +17.8% | +895.5% | +692.0% |
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