+65.4%
SLB vs SWK
-25.4%
+90.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -3.0% |
| 7D | -7.7% | +11.3% | -19.0% | -10.7% |
| 30D | -0.7% | +28.1% | -28.8% | -7.8% |
| 3M | 0.0% | +12.6% | -12.6% | -3.8% |
| 6M | -10.4% | +51.7% | -62.1% | -21.5% |
| YTD | +31.5% | +60.0% | -28.5% | +12.8% |
| 1Y | +39.1% | +72.7% | -33.5% | +16.5% |
| 3Y | -5.7% | +46.3% | -52.0% | -20.2% |
| 5Y | +65.4% | -24.6% | +90.1% | +51.7% |
| All | +65.4% | -25.4% | +90.9% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling