+53.8%
MSFT vs SWK
+46.5%
+7.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -3.3% |
| 7D | +1.1% | +11.3% | -10.2% | -0.1% |
| 30D | +1.3% | +28.1% | -26.8% | -1.3% |
| 3M | +10.2% | +12.6% | -2.4% | +8.7% |
| 6M | +30.8% | +51.7% | -20.9% | +25.2% |
| YTD | +11.5% | +60.0% | -48.4% | +5.6% |
| 1Y | +6.5% | +72.7% | -66.1% | -0.2% |
| All | +53.8% | +46.5% | +7.3% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling