+411.1%
PWR vs SWK
-30.7%
+441.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +11.3% | -1.4% | +12.7% | +11.8% |
| 30D | -8.9% | +25.5% | -34.3% | -15.4% |
| 3M | -10.5% | +11.8% | -22.3% | -14.1% |
| 6M | -22.2% | +48.7% | -70.9% | -31.7% |
| YTD | +42.7% | +57.2% | -14.4% | +22.3% |
| 1Y | +41.1% | +75.3% | -34.1% | +16.9% |
| 3Y | +242.7% | +51.9% | +190.8% | +185.7% |
| All | +411.1% | -30.7% | +441.8% | +485.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling