+3.3%
SWK vs ALK
-34.2%
+37.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.7% | +0.2% |
| 7D | -0.4% | -0.7% | +0.2% | -0.2% |
| 30D | -5.7% | -19.2% | +13.5% | +3.1% |
| 3M | +24.1% | -1.5% | +25.6% | +23.9% |
| 6M | +24.7% | -13.1% | +37.8% | +29.6% |
| YTD | +33.9% | -16.4% | +50.4% | +40.4% |
| 1Y | +34.7% | -33.1% | +67.7% | +54.5% |
| 3Y | +15.3% | +0.6% | +14.7% | +4.4% |
| 5Y | -39.3% | -26.4% | -12.9% | -38.9% |
| All | +3.3% | -34.2% | +37.5% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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