+194.6%
SHEL vs SWK
+2.4%
+192.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | +2.2% | -0.4% | +2.7% | +2.3% |
| 30D | +6.8% | -5.7% | +12.6% | +8.7% |
| 3M | +8.1% | +24.1% | -16.0% | -0.2% |
| 6M | +14.4% | +24.7% | -10.3% | +4.4% |
| YTD | +30.0% | +33.9% | -4.0% | +14.9% |
| 1Y | +33.3% | +34.7% | -1.4% | +16.7% |
| 3Y | +66.4% | +15.3% | +51.2% | +46.1% |
| 5Y | +178.6% | -39.3% | +217.8% | +213.3% |
| All | +194.6% | +2.4% | +192.2% | +139.4% |
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