+849.0%
SLB vs SWK
+1,585.9%
-736.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +13.1% | -14.2% | -6.6% |
| 7D | -4.1% | +17.9% | -22.0% | -11.1% |
| 30D | +2.5% | +31.9% | -29.4% | -9.6% |
| 3M | +2.0% | +16.6% | -14.6% | -5.5% |
| 6M | -6.3% | +61.1% | -67.5% | -25.3% |
| YTD | +36.5% | +64.2% | -27.7% | +7.1% |
| 1Y | +46.2% | +85.2% | -39.0% | +8.6% |
| 3Y | -2.1% | +50.2% | -52.3% | -23.9% |
| 5Y | +73.7% | -22.8% | +96.5% | +70.3% |
| 10Y | -12.3% | +35.8% | -48.1% | -33.7% |
| All | +849.0% | +1,585.9% | -736.9% | +194.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling