+29.2%
SWK vs ALLE
+225.5%
-196.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -0.2% |
| 7D | +11.3% | 0.0% | +11.2% | +11.4% |
| 30D | +28.1% | +20.6% | +7.5% | +9.6% |
| 3M | +12.6% | +11.4% | +1.2% | +2.7% |
| 6M | +51.7% | +42.5% | +9.2% | +12.0% |
| YTD | +60.0% | +18.9% | +41.1% | +36.7% |
| 1Y | +72.7% | +14.2% | +58.5% | +52.7% |
| 3Y | +46.3% | +90.7% | -44.4% | -14.5% |
| 5Y | -24.6% | +52.5% | -77.1% | -47.9% |
| All | +29.2% | +225.5% | -196.3% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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