+2.1%
SWK vs ALC
+34.7%
-32.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.0% |
| 7D | +11.3% | +7.6% | +3.6% | +6.6% |
| 30D | +28.1% | +21.1% | +6.9% | +13.9% |
| 3M | +12.6% | +8.5% | +4.1% | +7.0% |
| 6M | +51.7% | +2.8% | +48.9% | +46.9% |
| YTD | +60.0% | -2.4% | +62.4% | +59.7% |
| 1Y | +72.7% | +3.5% | +69.2% | +65.7% |
| 3Y | +46.3% | +4.2% | +42.1% | +37.1% |
| 5Y | -24.6% | -9.0% | -15.6% | -24.6% |
| All | +2.1% | +34.7% | -32.6% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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