+376.4%
NDAQ vs SWK
+2.4%
+374.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.7% | -2.1% |
| 7D | -2.4% | -0.4% | -2.0% | -2.4% |
| 30D | +2.5% | -5.7% | +8.2% | +4.0% |
| 3M | +9.9% | +24.1% | -14.1% | +2.7% |
| 6M | +9.4% | +24.7% | -15.3% | +1.4% |
| YTD | +0.4% | +33.9% | -33.5% | -9.4% |
| 1Y | +4.0% | +34.7% | -30.6% | -6.8% |
| 3Y | +94.4% | +15.3% | +79.1% | +75.6% |
| 5Y | +56.7% | -39.3% | +96.0% | +70.5% |
| All | +376.4% | +2.4% | +374.0% | +277.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling