+100.7%
SWK vs ALLE
+344.1%
-243.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +1.8% | +11.3% | +11.8% |
| 7D | +17.9% | +6.7% | +11.2% | +12.4% |
| 30D | +31.9% | +25.4% | +6.6% | +10.7% |
| 3M | +16.6% | +16.9% | -0.4% | +3.1% |
| 6M | +61.1% | +46.6% | +14.6% | +18.9% |
| YTD | +64.2% | +22.4% | +41.8% | +38.9% |
| 1Y | +85.2% | +17.7% | +67.5% | +61.5% |
| 3Y | +50.2% | +96.3% | -46.2% | -10.3% |
| 5Y | -22.8% | +57.4% | -80.2% | -46.3% |
| 10Y | +35.8% | +241.0% | -205.3% | -40.7% |
| All | +100.7% | +344.1% | -243.4% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling