+143,155.1%
MSFT vs SWK
+1,542.3%
+141,612.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -2.7% |
| 7D | +1.1% | +11.3% | -10.2% | -2.6% |
| 30D | +1.3% | +28.1% | -26.8% | -7.1% |
| 3M | +10.2% | +12.6% | -2.4% | +5.3% |
| 6M | +30.8% | +51.7% | -20.9% | +12.1% |
| YTD | +11.5% | +60.0% | -48.4% | -7.4% |
| 1Y | +6.5% | +72.7% | -66.1% | -14.2% |
| 3Y | +55.5% | +46.3% | +9.2% | +25.2% |
| 5Y | +66.2% | -24.6% | +90.8% | +64.1% |
| 10Y | +928.0% | +32.2% | +895.8% | +669.7% |
| All | +143,155.1% | +1,542.3% | +141,612.8% | +40,378.9% |
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