+29.5%
SWK vs ALM
+2,221.4%
-2,191.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.1% | -5.2% | +2.5% |
| 7D | +10.7% | +0.7% | +9.9% | +10.6% |
| 30D | +33.3% | -26.1% | +59.4% | +34.7% |
| 3M | +14.7% | -38.1% | +52.8% | +16.3% |
| 6M | +48.5% | -55.4% | +103.9% | +51.8% |
| YTD | +63.9% | -0.4% | +64.3% | +63.0% |
| 1Y | +80.4% | +25.4% | +55.1% | +78.1% |
| 3Y | +58.1% | +907.8% | -849.6% | +44.1% |
| 5Y | -24.5% | +440.2% | -464.7% | -30.8% |
| 10Y | +29.5% | +2,031.1% | -2,001.7% | +17.1% |
| All | +29.5% | +2,221.4% | -2,191.9% | +17.1% |
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