+28.7%
SWK vs ARWR
+906.2%
-877.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | +11.0% | -2.9% | +13.9% | +11.5% |
| 30D | +30.1% | -5.4% | +35.5% | +31.0% |
| 3M | +14.7% | -32.2% | +46.9% | +20.9% |
| 6M | +44.5% | -26.5% | +71.0% | +49.7% |
| YTD | +59.4% | -12.4% | +71.8% | +60.2% |
| 1Y | +77.5% | +46.9% | +30.7% | +64.6% |
| 3Y | +49.5% | +116.0% | -66.5% | +24.0% |
| 5Y | -24.9% | -28.0% | +3.1% | -31.6% |
| All | +28.7% | +906.2% | -877.5% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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