-36.7%
SWK vs ALLE
+13.7%
-50.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | 0.0% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | -5.7% | -6.8% | +1.1% | 0.0% |
| 3M | +24.1% | +21.0% | +3.0% | +4.5% |
| 6M | +24.7% | +1.1% | +23.6% | +22.7% |
| YTD | +33.9% | -0.5% | +34.5% | +32.7% |
| 1Y | +34.7% | -7.3% | +41.9% | +41.9% |
| 3Y | +15.3% | +42.3% | -27.0% | -15.3% |
| All | -36.7% | +13.7% | -50.4% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling