+29.2%
SWK vs ALLY
+194.4%
-165.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.2% | -1.8% |
| 7D | +11.3% | -1.1% | +12.4% | +12.1% |
| 30D | +28.1% | +4.2% | +23.9% | +25.4% |
| 3M | +12.6% | -12.4% | +25.0% | +21.3% |
| 6M | +51.7% | -8.7% | +60.4% | +59.6% |
| YTD | +60.0% | -11.6% | +71.6% | +70.7% |
| 1Y | +72.7% | +0.2% | +72.5% | +71.8% |
| 3Y | +46.3% | +57.1% | -10.8% | +11.4% |
| 5Y | -24.6% | -6.8% | -17.8% | -27.4% |
| All | +29.2% | +194.4% | -165.1% | -33.7% |
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