+51.9%
PYPL vs SWK
+17.8%
+34.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.3% | -1.0% |
| 7D | -1.1% | -2.0% | +0.8% | -0.3% |
| 30D | +3.8% | +24.6% | -20.8% | -5.8% |
| 3M | -1.3% | +10.8% | -12.1% | -5.9% |
| 6M | +29.0% | +46.1% | -17.0% | +8.2% |
| YTD | +0.7% | +56.8% | -56.1% | -20.0% |
| 1Y | -12.3% | +72.7% | -85.0% | -33.5% |
| 3Y | +7.6% | +49.9% | -42.2% | -16.2% |
| 5Y | -71.7% | -30.9% | -40.8% | -69.9% |
| All | +51.9% | +17.8% | +34.0% | +13.8% |
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