+63.7%
SWK vs ALLE
+260.9%
-197.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.1% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | -5.7% | -6.8% | +1.1% | -0.5% |
| 3M | +24.1% | +21.0% | +3.0% | +6.4% |
| 6M | +24.7% | +1.1% | +23.6% | +22.9% |
| YTD | +33.9% | -0.5% | +34.5% | +33.2% |
| 1Y | +34.7% | -7.3% | +41.9% | +41.5% |
| 3Y | +15.3% | +42.3% | -27.0% | -11.9% |
| 5Y | -39.3% | +13.5% | -52.7% | -46.0% |
| 10Y | +2.5% | +144.0% | -141.6% | -44.1% |
| All | +63.7% | +260.9% | -197.1% | -24.5% |
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 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