-5.1%
SLB vs SWK
+46.5%
-51.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -2.9% |
| 7D | -7.7% | +11.3% | -19.0% | -11.2% |
| 30D | -0.7% | +28.1% | -28.8% | -9.0% |
| 3M | 0.0% | +12.6% | -12.6% | -4.4% |
| 6M | -10.4% | +51.7% | -62.1% | -23.5% |
| YTD | +31.5% | +60.0% | -28.5% | +9.0% |
| 1Y | +39.1% | +72.7% | -33.5% | +11.9% |
| All | -5.1% | +46.5% | -51.6% | -25.1% |
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