+340.7%
SHW vs SWKS
+31.8%
+308.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +4.2% | -3.1% | +7.4% | +5.1% |
| 30D | +11.3% | +8.3% | +2.9% | +8.8% |
| 3M | -1.8% | +20.2% | -22.0% | -7.7% |
| 6M | +12.7% | +24.9% | -12.2% | +3.2% |
| YTD | +10.4% | +33.2% | -22.7% | -1.9% |
| 1Y | +4.7% | +23.6% | -18.9% | -5.1% |
| 3Y | +42.7% | +1.3% | +41.4% | +29.9% |
| 5Y | +14.5% | -40.6% | +55.1% | +19.6% |
| 10Y | +340.7% | +35.3% | +305.5% | +229.4% |
| All | +340.7% | +31.8% | +308.9% | +229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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