+261.5%
RF vs SWK
+32.9%
+228.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +0.7% |
| 7D | -0.1% | +10.7% | -10.8% | -6.0% |
| 30D | +7.0% | +33.3% | -26.3% | -9.1% |
| 3M | -7.0% | +14.7% | -21.7% | -14.5% |
| 6M | +6.8% | +48.5% | -41.7% | -15.9% |
| YTD | +9.9% | +63.9% | -54.0% | -19.3% |
| 1Y | +21.1% | +80.4% | -59.3% | -16.0% |
| 3Y | +119.6% | +58.1% | +61.5% | +54.4% |
| 5Y | +46.2% | -24.5% | +70.7% | +56.8% |
| 10Y | +261.5% | +29.5% | +232.0% | +160.9% |
| All | +261.5% | +32.9% | +228.6% | +160.9% |
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