+1.7%
SWK vs ALC
+31.8%
-30.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +1.0% |
| 7D | +11.0% | +4.9% | +6.1% | +8.1% |
| 30D | +30.1% | +19.0% | +11.1% | +17.0% |
| 3M | +14.7% | +7.8% | +6.9% | +9.4% |
| 6M | +44.5% | +14.6% | +29.9% | +32.1% |
| YTD | +59.4% | -4.4% | +63.8% | +61.2% |
| 1Y | +77.5% | +1.4% | +76.1% | +72.6% |
| 3Y | +49.5% | +2.5% | +46.9% | +41.4% |
| 5Y | -24.9% | -10.9% | -14.0% | -23.9% |
| All | +1.7% | +31.8% | -30.1% | -35.3% |
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