+356.1%
SHW vs SWK
+29.6%
+326.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +3.5% | +11.0% | -7.6% | -1.0% |
| 30D | +9.2% | +30.1% | -20.8% | -2.1% |
| 3M | -5.1% | +14.7% | -19.8% | -10.4% |
| 6M | +6.8% | +44.5% | -37.7% | -8.5% |
| YTD | +7.0% | +59.4% | -52.4% | -12.6% |
| 1Y | +4.1% | +77.5% | -73.4% | -18.7% |
| 3Y | +41.1% | +49.5% | -8.4% | +12.5% |
| 5Y | +12.9% | -24.9% | +37.8% | +16.7% |
| All | +356.1% | +29.6% | +326.5% | +236.5% |
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 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