+1,026.1%
SWK vs ARWR
-97.0%
+1,123.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.4% | +1.7% | -2.1% | -0.5% |
| 30D | -5.7% | -0.7% | -5.1% | -5.7% |
| 3M | +24.1% | +14.9% | +9.2% | +23.9% |
| 6M | +24.7% | +32.6% | -7.9% | +24.4% |
| YTD | +33.9% | +30.0% | +3.9% | +33.6% |
| 1Y | +34.7% | +208.4% | -173.7% | +33.4% |
| 3Y | +15.3% | +208.8% | -193.5% | +13.9% |
| 5Y | -39.3% | +27.8% | -67.1% | -39.8% |
| 10Y | +2.5% | +1,107.6% | -1,105.1% | 0.0% |
| All | +1,026.1% | -97.0% | +1,123.2% | +1,000.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling