+160.4%
SHEL vs SWK
-25.5%
+185.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | -8.8% | +11.0% | -19.9% | -9.9% |
| 30D | +2.3% | +30.1% | -27.7% | -0.7% |
| 3M | +11.6% | +14.7% | -3.1% | +9.7% |
| 6M | +15.7% | +44.5% | -28.8% | +10.3% |
| YTD | +38.6% | +59.4% | -20.8% | +29.5% |
| 1Y | +38.5% | +77.5% | -39.1% | +27.2% |
| 3Y | +66.9% | +49.5% | +17.4% | +53.4% |
| All | +160.4% | -25.5% | +185.9% | +157.5% |
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