+2,657.7%
SHEL vs SWK
+1,542.3%
+1,115.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -0.9% |
| 7D | -7.0% | +11.3% | -18.3% | -10.4% |
| 30D | +2.6% | +28.1% | -25.5% | -5.4% |
| 3M | +15.1% | +12.6% | +2.5% | +10.1% |
| 6M | +13.6% | +51.7% | -38.1% | -2.0% |
| YTD | +40.0% | +60.0% | -20.0% | +17.1% |
| 1Y | +39.2% | +72.7% | -33.5% | +13.3% |
| 3Y | +70.4% | +46.3% | +24.1% | +39.5% |
| 5Y | +163.3% | -24.6% | +187.9% | +157.1% |
| 10Y | +217.4% | +32.2% | +185.1% | +148.3% |
| All | +2,657.7% | +1,542.3% | +1,115.4% | +1,377.0% |
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