-14.5%
SWK vs ALC
+24.0%
-38.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +2.3% |
| 7D | -0.4% | -2.1% | +1.6% | +0.8% |
| 30D | -5.7% | -0.1% | -5.6% | -5.8% |
| 3M | +24.1% | +5.9% | +18.2% | +19.4% |
| 6M | +24.7% | -15.9% | +40.6% | +37.3% |
| YTD | +33.9% | -10.1% | +44.0% | +40.6% |
| 1Y | +34.7% | -10.2% | +44.9% | +41.5% |
| 3Y | +15.3% | -13.6% | +28.8% | +21.7% |
| 5Y | -39.3% | -15.1% | -24.1% | -36.9% |
| All | -14.5% | +24.0% | -38.5% | -43.6% |
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