+3.3%
SWK vs ALLY
+191.1%
-187.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | -0.4% | +3.7% | -4.1% | -2.4% |
| 30D | -5.7% | -2.3% | -3.5% | -4.6% |
| 3M | +24.1% | +3.8% | +20.2% | +21.5% |
| 6M | +24.7% | +9.7% | +15.0% | +18.2% |
| YTD | +33.9% | -1.4% | +35.4% | +34.3% |
| 1Y | +34.7% | +8.2% | +26.4% | +28.1% |
| 3Y | +15.3% | +66.5% | -51.2% | -15.6% |
| 5Y | -39.3% | +1.2% | -40.5% | -44.5% |
| All | +3.3% | +191.1% | -187.9% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling