+14.5%
SHW vs SWKS
-41.6%
+56.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +4.2% | -3.1% | +7.4% | +4.9% |
| 30D | +11.3% | +8.3% | +2.9% | +9.3% |
| 3M | -1.8% | +20.2% | -22.0% | -6.5% |
| 6M | +12.7% | +24.9% | -12.2% | +5.0% |
| YTD | +10.4% | +33.2% | -22.7% | +0.3% |
| 1Y | +4.7% | +23.6% | -18.9% | -3.2% |
| 3Y | +42.7% | +1.3% | +41.4% | +31.4% |
| 5Y | +14.5% | -40.6% | +55.1% | +14.2% |
| All | +14.5% | -41.6% | +56.2% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling