-24.6%
SWK vs ALM
+390.7%
-415.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.6% | +7.0% | -2.1% |
| 7D | +11.3% | -14.5% | +25.8% | +12.1% |
| 30D | +28.1% | -39.0% | +67.1% | +31.1% |
| 3M | +12.6% | -40.3% | +52.9% | +15.0% |
| 6M | +51.7% | -60.3% | +112.0% | +57.1% |
| YTD | +60.0% | -9.8% | +69.7% | +60.0% |
| 1Y | +72.7% | +30.8% | +41.9% | +70.0% |
| 3Y | +46.3% | +772.4% | -726.1% | +29.0% |
| 5Y | -24.6% | +390.7% | -415.4% | -32.9% |
| All | -24.6% | +390.7% | -415.4% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling