+133,470.8%
MSFT vs SWK
+1,275.2%
+132,195.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | -2.7% | -0.4% | -2.2% | -2.6% |
| 30D | +2.7% | -5.7% | +8.4% | +4.7% |
| 3M | +17.0% | +24.1% | -7.1% | +7.9% |
| 6M | +23.8% | +24.7% | -0.9% | +13.0% |
| YTD | +4.0% | +33.9% | -30.0% | -8.0% |
| 1Y | -0.8% | +34.7% | -35.5% | -13.2% |
| 3Y | +55.6% | +15.3% | +40.3% | +36.1% |
| 5Y | +72.9% | -39.3% | +112.2% | +84.3% |
| 10Y | +875.8% | +2.5% | +873.3% | +700.5% |
| All | +133,470.8% | +1,275.2% | +132,195.6% | +40,126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling