+2,460.3%
SHEL vs SWK
+1,275.2%
+1,185.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.6% |
| 3M | +8.1% | +24.1% | -16.0% | +0.1% |
| 6M | +14.4% | +24.7% | -10.3% | +4.7% |
| YTD | +30.0% | +33.9% | -4.0% | +15.6% |
| 1Y | +33.3% | +34.7% | -1.4% | +17.5% |
| 3Y | +66.4% | +15.3% | +51.2% | +47.4% |
| 5Y | +178.6% | -39.3% | +217.8% | +192.5% |
| 10Y | +198.4% | +2.5% | +195.9% | +154.1% |
| All | +2,460.3% | +1,275.2% | +1,185.1% | +1,357.7% |
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