-83.4%
OPEN vs SWK
+5.3%
-88.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.6% | -7.0% | -7.3% |
| 7D | -5.8% | +11.3% | -17.0% | -14.2% |
| 30D | -21.1% | +28.1% | -49.2% | -36.7% |
| 3M | -52.4% | +12.6% | -65.0% | -56.9% |
| 6M | -65.8% | +51.7% | -117.5% | -76.7% |
| YTD | -69.3% | +60.0% | -129.3% | -80.4% |
| 1Y | -75.2% | +72.7% | -147.9% | -85.4% |
| 3Y | -14.4% | +46.3% | -60.7% | -40.5% |
| 5Y | -92.0% | -24.6% | -67.4% | -92.3% |
| All | -83.4% | +5.3% | -88.8% | -85.7% |
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