+1,514.2%
RF vs SWK
+1,275.2%
+239.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 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% | -5.0% |
| 6M | +11.5% | +24.7% | -13.2% | -3.1% |
| YTD | +15.6% | +33.9% | -18.4% | -4.0% |
| 1Y | +15.7% | +34.7% | -19.0% | -5.0% |
| 3Y | +86.9% | +15.3% | +71.6% | +59.0% |
| 5Y | +89.8% | -39.3% | +129.1% | +119.5% |
| 10Y | +344.7% | +2.5% | +342.2% | +272.7% |
| All | +1,514.2% | +1,275.2% | +239.0% | +478.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling