+77.5%
O vs SWK
+17.8%
+59.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.1% |
| 7D | -0.4% | -2.0% | +1.5% | +0.2% |
| 30D | +8.3% | +24.6% | -16.3% | +1.1% |
| 3M | -4.0% | +10.8% | -14.8% | -7.3% |
| 6M | -2.6% | +46.1% | -48.7% | -14.1% |
| YTD | +9.9% | +56.8% | -47.0% | -6.1% |
| 1Y | +9.8% | +72.7% | -62.9% | -9.2% |
| 3Y | +39.7% | +49.9% | -10.1% | +14.6% |
| 5Y | +9.2% | -30.9% | +40.1% | +18.2% |
| All | +77.5% | +17.8% | +59.6% | +32.1% |
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