+336.7%
SHW vs SWKS
+49.3%
+287.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.7% | +9.4% | -7.7% | -0.7% |
| 30D | +7.8% | +17.0% | -9.2% | +3.3% |
| 3M | -3.0% | +28.9% | -31.9% | -10.5% |
| 6M | +14.8% | +33.1% | -18.4% | +3.5% |
| YTD | +8.8% | +44.8% | -36.0% | -5.6% |
| 1Y | +4.2% | +36.2% | -32.0% | -8.0% |
| 3Y | +41.5% | +11.5% | +30.0% | +25.5% |
| 5Y | +10.5% | -37.1% | +47.5% | +13.8% |
| All | +336.7% | +49.3% | +287.3% | +218.9% |
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