+15.3%
SHW vs SWK
-38.7%
+54.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -3.2% | -0.4% | -2.8% | -3.1% |
| 30D | -9.5% | -5.7% | -3.8% | -7.5% |
| 3M | +11.5% | +24.1% | -12.6% | +2.7% |
| 6M | -3.5% | +24.7% | -28.3% | -11.6% |
| YTD | +3.7% | +33.9% | -30.2% | -7.6% |
| 1Y | -7.9% | +34.7% | -42.6% | -18.6% |
| 3Y | +24.7% | +15.3% | +9.4% | +12.3% |
| All | +15.3% | -38.7% | +54.0% | +23.8% |
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