+189.7%
SW vs SWK
+36.2%
+153.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +13.1% | -9.0% | +0.2% |
| 7D | +12.1% | +17.9% | -5.8% | +6.6% |
| 30D | +6.6% | +31.9% | -25.4% | -2.0% |
| 3M | -6.0% | +16.6% | -22.6% | -10.3% |
| 6M | +21.5% | +61.1% | -39.7% | +6.2% |
| YTD | +20.3% | +64.2% | -43.9% | +4.6% |
| 1Y | +28.1% | +85.2% | -57.1% | +8.0% |
| 3Y | +51.6% | +50.2% | +1.4% | +31.9% |
| 5Y | -0.1% | -22.8% | +22.7% | -4.4% |
| 10Y | +189.7% | +35.8% | +154.0% | +129.1% |
| All | +189.7% | +36.2% | +153.5% | +129.1% |
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 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