+20,418.4%
SHW vs SWKS
+8,307.4%
+12,111.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | +0.1% |
| 7D | -3.2% | +12.5% | -15.7% | -4.3% |
| 30D | -9.5% | +10.5% | -20.0% | -10.4% |
| 3M | +11.5% | -7.4% | +18.9% | +11.9% |
| 6M | -3.5% | +32.7% | -36.2% | -6.5% |
| YTD | +3.7% | +19.2% | -15.4% | +1.4% |
| 1Y | -7.9% | +2.4% | -10.3% | -8.9% |
| 3Y | +24.7% | -25.6% | +50.3% | +25.4% |
| 5Y | +13.6% | -53.4% | +67.0% | +18.0% |
| 10Y | +283.0% | +23.2% | +259.8% | +264.4% |
| All | +20,418.4% | +8,307.4% | +12,111.0% | +13,961.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling