-25.1%
ON vs SWK
+15.2%
-40.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.4% |
| 7D | +2.4% | -0.4% | +2.9% | +2.7% |
| 30D | -3.3% | -5.7% | +2.4% | +0.4% |
| 3M | -43.6% | +24.1% | -67.6% | -51.5% |
| 6M | +19.0% | +24.7% | -5.8% | +1.3% |
| YTD | +37.4% | +33.9% | +3.4% | +10.6% |
| 1Y | +54.8% | +34.7% | +20.1% | +23.5% |
| All | -25.1% | +15.2% | -40.3% | -38.2% |
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 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