+39.2%
O vs SWK
+46.5%
-7.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.8% |
| 7D | +4.5% | +11.3% | -6.7% | +3.0% |
| 30D | +10.2% | +28.1% | -17.9% | +6.8% |
| 3M | -3.8% | +12.6% | -16.3% | -5.3% |
| 6M | -3.8% | +51.7% | -55.6% | -9.0% |
| YTD | +10.3% | +60.0% | -49.6% | +3.4% |
| 1Y | +11.9% | +72.7% | -60.8% | +3.7% |
| All | +39.2% | +46.5% | -7.3% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling