+29.2%
SWK vs ALM
+1,978.4%
-1,949.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.6% | +7.0% | -2.2% |
| 7D | +11.3% | -14.5% | +25.8% | +11.9% |
| 30D | +28.1% | -39.0% | +67.1% | +30.3% |
| 3M | +12.6% | -40.3% | +52.9% | +14.4% |
| 6M | +51.7% | -60.3% | +112.0% | +55.7% |
| YTD | +60.0% | -9.8% | +69.7% | +59.7% |
| 1Y | +72.7% | +30.8% | +41.9% | +70.3% |
| 3Y | +46.3% | +772.4% | -726.1% | +33.9% |
| 5Y | -24.6% | +390.7% | -415.4% | -30.7% |
| All | +29.2% | +1,978.4% | -1,949.2% | +16.8% |
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