-86.9%
OPEN vs SWK
+7.9%
-94.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -1.8% |
| 7D | -21.7% | +10.7% | -32.3% | -28.2% |
| 30D | -36.5% | +33.3% | -69.8% | -50.8% |
| 3M | -59.5% | +14.7% | -74.2% | -64.0% |
| 6M | -71.9% | +48.5% | -120.4% | -80.5% |
| YTD | -75.8% | +63.9% | -139.7% | -84.9% |
| 1Y | -78.5% | +80.4% | -158.9% | -87.8% |
| 3Y | -30.2% | +58.1% | -88.3% | -54.9% |
| 5Y | -93.3% | -24.5% | -68.8% | -93.6% |
| All | -86.9% | +7.9% | -94.9% | -88.9% |
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