+2,328.7%
PWR vs SWK
+2.4%
+2,326.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | +3.6% | -0.4% | +4.1% | +3.8% |
| 30D | -8.6% | -5.7% | -2.9% | -6.3% |
| 3M | -13.2% | +24.1% | -37.2% | -21.3% |
| 6M | +9.9% | +24.7% | -14.8% | -1.2% |
| YTD | +48.0% | +33.9% | +14.1% | +28.2% |
| 1Y | +66.2% | +34.7% | +31.5% | +42.6% |
| 3Y | +195.1% | +15.3% | +179.8% | +157.1% |
| 5Y | +442.6% | -39.3% | +481.8% | +529.8% |
| All | +2,328.7% | +2.4% | +2,326.3% | +1,785.3% |
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 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