+755.0%
SW vs SWK
+227.1%
+527.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | -5.1% | -0.4% | -4.6% | -5.0% |
| 30D | -4.6% | -5.7% | +1.1% | -3.4% |
| 3M | +9.4% | +24.1% | -14.7% | +5.2% |
| 6M | +3.5% | +24.7% | -21.2% | -0.5% |
| YTD | +22.0% | +33.9% | -11.9% | +15.9% |
| 1Y | +2.2% | +34.7% | -32.5% | -3.0% |
| 3Y | +19.6% | +15.3% | +4.3% | +14.6% |
| 5Y | -2.3% | -39.3% | +36.9% | -1.2% |
| 10Y | +181.4% | +2.5% | +178.9% | +163.7% |
| All | +755.0% | +227.1% | +527.9% | +732.2% |
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