+29.4%
NDAQ vs SWK
+87.6%
-58.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +13.1% | -10.6% | +1.4% |
| 7D | +3.9% | +17.9% | -14.0% | +2.5% |
| 30D | +19.0% | +31.9% | -13.0% | +16.7% |
| 3M | +17.6% | +16.6% | +1.0% | +15.8% |
| 6M | +21.0% | +61.1% | -40.1% | +17.3% |
| YTD | +14.1% | +64.2% | -50.1% | +10.0% |
| 1Y | +29.4% | +85.2% | -55.8% | +22.9% |
| All | +29.4% | +87.6% | -58.2% | +22.9% |
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 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