+17.5%
SWK vs ALLE
+42.6%
-25.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | 0.0% |
| 7D | -0.4% | -0.2% | -0.2% | -0.2% |
| 30D | -5.7% | -6.8% | +1.1% | +0.2% |
| 3M | +24.1% | +21.0% | +3.0% | +3.5% |
| 6M | +24.7% | +1.1% | +23.6% | +22.7% |
| YTD | +33.9% | -0.5% | +34.5% | +32.3% |
| 1Y | +34.7% | -7.3% | +41.9% | +42.3% |
| All | +17.5% | +42.6% | -25.0% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling