+4.9%
MSFT vs SWK
+74.4%
-69.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.2% |
| 7D | -1.3% | -1.4% | +0.1% | -1.2% |
| 30D | -1.8% | +25.5% | -27.3% | -1.9% |
| 3M | +5.6% | +11.8% | -6.2% | +5.5% |
| 6M | +29.8% | +48.7% | -18.9% | +31.4% |
| YTD | +9.0% | +57.2% | -48.2% | +11.2% |
| 1Y | +4.9% | +75.3% | -70.3% | +8.5% |
| All | +4.9% | +74.4% | -69.4% | +8.5% |
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