+185.4%
SW vs SWK
+30.0%
+155.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.7% |
| 7D | +4.7% | +11.3% | -6.6% | +1.2% |
| 30D | +5.0% | +28.1% | -23.1% | -2.6% |
| 3M | -7.3% | +12.6% | -19.9% | -10.7% |
| 6M | +15.0% | +51.7% | -36.7% | +2.2% |
| YTD | +18.5% | +60.0% | -41.4% | +3.8% |
| 1Y | +27.1% | +72.7% | -45.5% | +9.2% |
| 3Y | +49.3% | +46.3% | +3.0% | +30.9% |
| 5Y | -1.6% | -24.6% | +23.0% | -5.1% |
| All | +185.4% | +30.0% | +155.3% | +126.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling