+1,826.8%
PWR vs SWK
+29.6%
+1,797.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.6% | +6.4% |
| 7D | -12.9% | +11.0% | -23.9% | -17.5% |
| 30D | -22.8% | +30.1% | -52.9% | -31.9% |
| 3M | -19.0% | +14.7% | -33.7% | -24.7% |
| 6M | -31.1% | +44.5% | -75.6% | -42.4% |
| YTD | +28.2% | +59.4% | -31.1% | +1.7% |
| 1Y | +22.2% | +77.5% | -55.3% | -7.8% |
| 3Y | +222.1% | +49.5% | +172.7% | +146.9% |
| 5Y | +364.1% | -24.9% | +389.0% | +384.3% |
| All | +1,826.8% | +29.6% | +1,797.2% | +1,228.2% |
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 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