-4.5%
SLB vs SWK
+46.0%
-50.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | -7.1% | +11.0% | -18.1% | -10.5% |
| 30D | +4.1% | +30.1% | -26.0% | -5.1% |
| 3M | -2.6% | +14.7% | -17.3% | -7.5% |
| 6M | -8.6% | +44.5% | -53.1% | -20.5% |
| YTD | +32.2% | +59.4% | -27.2% | +9.8% |
| 1Y | +40.7% | +77.5% | -36.9% | +12.0% |
| 3Y | -4.5% | +49.5% | -54.0% | -24.6% |
| All | -4.5% | +46.0% | -50.5% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 3y: compounded portfolio wealth divided by compounded SWK 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…
3y analysis · Full analysis span regression · 6 months rolling