-24.6%
SWK vs ALK
-33.9%
+9.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.7% | -1.2% |
| 7D | +11.3% | +7.1% | +4.2% | +8.2% |
| 30D | +28.1% | -3.0% | +31.1% | +29.6% |
| 3M | +12.6% | -25.6% | +38.2% | +26.9% |
| 6M | +51.7% | +0.5% | +51.2% | +49.3% |
| YTD | +60.0% | -23.1% | +83.0% | +72.8% |
| 1Y | +72.7% | -7.5% | +80.2% | +71.7% |
| 3Y | +46.3% | +15.3% | +31.0% | +22.5% |
| 5Y | -24.6% | -34.8% | +10.2% | -21.4% |
| All | -24.6% | -33.9% | +9.3% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling