+28.7%
SWK vs ALM
+2,022.9%
-1,994.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.4% |
| 7D | +11.0% | -6.7% | +17.7% | +11.3% |
| 30D | +30.1% | -32.9% | +62.9% | +31.8% |
| 3M | +14.7% | -39.5% | +54.2% | +16.4% |
| 6M | +44.5% | -62.0% | +106.5% | +48.5% |
| YTD | +59.4% | -7.8% | +67.2% | +59.0% |
| 1Y | +77.5% | +26.7% | +50.8% | +75.2% |
| 3Y | +49.5% | +825.4% | -775.9% | +36.5% |
| 5Y | -24.9% | +401.2% | -426.1% | -31.0% |
| All | +28.7% | +2,022.9% | -1,994.1% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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