+1,280.6%
SWK vs ARWR
-97.9%
+1,378.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +3.6% | +9.5% | +13.1% |
| 7D | +17.9% | +2.4% | +15.5% | +17.9% |
| 30D | +31.9% | -1.1% | +33.1% | +32.0% |
| 3M | +16.6% | -31.2% | +47.7% | +16.9% |
| 6M | +61.1% | -19.3% | +80.4% | +61.3% |
| YTD | +64.2% | -7.1% | +71.3% | +64.2% |
| 1Y | +85.2% | +62.9% | +22.3% | +84.3% |
| 3Y | +50.2% | +119.0% | -68.8% | +48.8% |
| 5Y | -22.8% | -24.4% | +1.6% | -23.2% |
| 10Y | +35.8% | +985.4% | -949.6% | +32.7% |
| All | +1,280.6% | -97.9% | +1,378.5% | +1,252.1% |
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