+2,586.3%
NDAQ vs SWK
+437.5%
+2,148.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -1.5% |
| 7D | +1.2% | +11.3% | -10.1% | -3.7% |
| 30D | +15.8% | +28.1% | -12.3% | +3.8% |
| 3M | +13.4% | +12.6% | +0.8% | +7.0% |
| 6M | +20.9% | +51.7% | -30.8% | -0.8% |
| YTD | +11.1% | +60.0% | -48.9% | -12.6% |
| 1Y | +26.5% | +72.7% | -46.2% | -4.1% |
| 3Y | +121.5% | +46.3% | +75.2% | +68.9% |
| 5Y | +61.3% | -24.6% | +85.9% | +59.8% |
| 10Y | +480.0% | +32.2% | +447.8% | +266.3% |
| All | +2,586.3% | +437.5% | +2,148.8% | +626.2% |
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