+3.3%
SWK vs ALM
+2,950.3%
-2,947.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.9% |
| 7D | -0.4% | -2.6% | +2.2% | -0.4% |
| 30D | -5.7% | +32.0% | -37.7% | -6.7% |
| 3M | +24.1% | -15.0% | +39.1% | +24.2% |
| 6M | +24.7% | -10.1% | +34.8% | +24.3% |
| YTD | +33.9% | +99.4% | -65.5% | +30.2% |
| 1Y | +34.7% | +316.4% | -281.7% | +27.8% |
| 3Y | +15.3% | +2,022.0% | -2,006.7% | +2.3% |
| 5Y | -39.3% | +941.2% | -980.5% | -45.5% |
| All | +3.3% | +2,950.3% | -2,947.1% | -8.3% |
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