+61.1%
SWK vs ALLY
-7.6%
+68.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +3.8% | +9.3% | +10.1% |
| 7D | +17.9% | +2.4% | +15.5% | +15.7% |
| 30D | +31.9% | +5.6% | +26.4% | +26.9% |
| 3M | +16.6% | -11.7% | +28.3% | +26.7% |
| 6M | +61.1% | -7.0% | +68.2% | +68.1% |
| All | +61.1% | -7.6% | +68.7% | +68.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling