+346.5%
RF vs SWK
+2.4%
+344.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | +1.3% | -0.4% | +1.8% | +1.6% |
| 30D | -3.6% | -5.7% | +2.1% | -0.6% |
| 3M | +8.1% | +24.1% | -16.0% | -5.3% |
| 6M | +11.5% | +24.7% | -13.2% | -3.4% |
| YTD | +15.6% | +33.9% | -18.4% | -4.5% |
| 1Y | +15.7% | +34.7% | -19.0% | -5.6% |
| 3Y | +86.9% | +15.3% | +71.6% | +58.1% |
| 5Y | +89.8% | -39.3% | +129.1% | +131.1% |
| All | +346.5% | +2.4% | +344.1% | +256.0% |
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