+28.7%
SWK vs ALLE
+222.4%
-193.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | +0.4% |
| 7D | +11.0% | -0.6% | +11.6% | +11.7% |
| 30D | +30.1% | +25.3% | +4.7% | +7.9% |
| 3M | +14.7% | +10.3% | +4.4% | +5.4% |
| 6M | +44.5% | +38.0% | +6.5% | +9.5% |
| YTD | +59.4% | +17.8% | +41.6% | +37.3% |
| 1Y | +77.5% | +13.6% | +63.9% | +57.5% |
| 3Y | +49.5% | +89.2% | -39.7% | -12.1% |
| 5Y | -24.9% | +51.1% | -76.0% | -47.7% |
| All | +28.7% | +222.4% | -193.7% | -45.3% |
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