+51.4%
O vs SWK
+2.4%
+49.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | -1.9% | -5.7% | +3.8% | -0.2% |
| 3M | +3.8% | +24.1% | -20.2% | -3.4% |
| 6M | -4.7% | +24.7% | -29.5% | -12.1% |
| YTD | +12.5% | +33.9% | -21.5% | +1.1% |
| 1Y | +10.8% | +34.7% | -23.8% | -1.2% |
| 3Y | +28.8% | +15.3% | +13.5% | +15.3% |
| 5Y | +13.2% | -39.3% | +52.5% | +26.8% |
| All | +51.4% | +2.4% | +49.0% | +20.5% |
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 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