+20.8%
SWK vs ALK
-41.4%
+62.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | -2.3% | +2.6% | -4.9% | -3.4% |
| 30D | +30.4% | +7.8% | +22.6% | +26.0% |
| 3M | +12.1% | -15.2% | +27.4% | +19.8% |
| 6M | +49.1% | +5.0% | +44.0% | +43.6% |
| YTD | +60.4% | -18.4% | +78.9% | +69.3% |
| 1Y | +78.3% | -2.4% | +80.7% | +73.4% |
| 3Y | +53.3% | +19.8% | +33.5% | +27.9% |
| 5Y | -27.0% | -27.8% | +0.8% | -25.8% |
| 10Y | +20.8% | -42.0% | +62.8% | +11.7% |
| All | +20.8% | -41.4% | +62.2% | +11.7% |
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