+72.7%
SWK vs ALM
+28.2%
+44.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.6% | +7.0% | -1.8% |
| 7D | +11.3% | -14.5% | +25.8% | +12.6% |
| 30D | +28.1% | -39.0% | +67.1% | +33.0% |
| 3M | +12.6% | -40.3% | +52.9% | +16.6% |
| 6M | +51.7% | -60.3% | +112.0% | +60.4% |
| YTD | +60.0% | -9.8% | +69.7% | +68.3% |
| 1Y | +72.7% | +30.8% | +41.9% | +80.8% |
| All | +72.7% | +28.2% | +44.4% | +80.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling