+47.1%
RF vs SWK
-24.2%
+71.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +13.1% | -11.6% | -3.9% |
| 7D | +2.3% | +17.9% | -15.6% | -4.9% |
| 30D | +7.2% | +31.9% | -24.7% | -4.9% |
| 3M | -8.2% | +16.6% | -24.8% | -14.4% |
| 6M | +7.0% | +61.1% | -54.1% | -13.8% |
| YTD | +10.3% | +64.2% | -53.9% | -12.8% |
| 1Y | +25.1% | +85.2% | -60.1% | -6.5% |
| 3Y | +110.3% | +50.2% | +60.1% | +65.8% |
| 5Y | +47.1% | -22.8% | +69.9% | +57.3% |
| All | +47.1% | -24.2% | +71.3% | +57.3% |
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 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