+66.9%
SHEL vs SWK
+54.4%
+12.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | -6.7% | +11.3% | -17.9% | -7.5% |
| 30D | -2.9% | +31.5% | -34.4% | -5.3% |
| 3M | +9.1% | +14.4% | -5.3% | +7.7% |
| 6M | +17.9% | +46.4% | -28.5% | +13.0% |
| YTD | +36.0% | +61.6% | -25.6% | +27.7% |
| 1Y | +31.8% | +78.7% | -47.0% | +21.5% |
| 3Y | +66.9% | +54.4% | +12.5% | +52.4% |
| All | +66.9% | +54.4% | +12.5% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling