+282.9%
SHW vs SWKS
+25.6%
+257.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.5% |
| 7D | -3.2% | +12.5% | -15.7% | -6.4% |
| 30D | -9.5% | +10.5% | -20.0% | -12.1% |
| 3M | +11.5% | -7.4% | +18.9% | +12.8% |
| 6M | -3.5% | +32.7% | -36.2% | -13.1% |
| YTD | +3.7% | +19.2% | -15.4% | -4.0% |
| 1Y | -7.9% | +2.4% | -10.3% | -11.4% |
| 3Y | +24.7% | -25.6% | +50.3% | +25.9% |
| 5Y | +13.6% | -53.4% | +67.0% | +28.9% |
| All | +282.9% | +25.6% | +257.3% | +190.2% |
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