+29.2%
SWK vs ARWR
+894.1%
-864.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.8% | +4.2% | -1.6% |
| 7D | +11.3% | -5.0% | +16.3% | +12.1% |
| 30D | +28.1% | -6.6% | +34.7% | +29.3% |
| 3M | +12.6% | -33.9% | +46.5% | +19.1% |
| 6M | +51.7% | -23.3% | +75.0% | +56.2% |
| YTD | +60.0% | -13.5% | +73.4% | +61.1% |
| 1Y | +72.7% | +42.5% | +30.1% | +60.8% |
| 3Y | +46.3% | +104.1% | -57.8% | +22.3% |
| 5Y | -24.6% | -28.8% | +4.2% | -31.2% |
| All | +29.2% | +894.1% | -864.9% | -5.9% |
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