+77.5%
SWK vs ALLE
+13.1%
+64.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | +0.3% |
| 7D | +11.0% | -0.6% | +11.6% | +11.7% |
| 30D | +30.1% | +25.3% | +4.7% | +11.3% |
| 3M | +14.7% | +10.3% | +4.4% | +7.4% |
| 6M | +44.5% | +38.0% | +6.5% | +13.4% |
| YTD | +59.4% | +17.8% | +41.6% | +33.8% |
| 1Y | +77.5% | +13.6% | +63.9% | +55.0% |
| All | +77.5% | +13.1% | +64.4% | +55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling