+4.8%
SWK vs ALC
+36.0%
-31.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +6.8% | +6.3% | +8.8% |
| 7D | +17.9% | +10.7% | +7.2% | +11.0% |
| 30D | +31.9% | +20.2% | +11.8% | +17.9% |
| 3M | +16.6% | +8.9% | +7.7% | +10.5% |
| 6M | +61.1% | +5.7% | +55.4% | +53.3% |
| YTD | +64.2% | -1.4% | +65.6% | +62.9% |
| 1Y | +85.2% | +4.7% | +80.5% | +76.4% |
| 3Y | +50.2% | +5.2% | +45.0% | +39.8% |
| 5Y | -22.8% | -8.3% | -14.5% | -23.1% |
| All | +4.8% | +36.0% | -31.2% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling