+28.7%
SWK vs CAPR
-68.5%
+97.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.0% | -0.5% |
| 7D | +11.0% | +41.1% | -30.0% | +10.3% |
| 30D | +30.1% | +11.1% | +18.9% | +29.7% |
| 3M | +14.7% | +115.3% | -100.7% | +12.4% |
| 6M | +44.5% | -73.8% | +118.3% | +46.1% |
| YTD | +59.4% | -68.8% | +128.2% | +60.3% |
| 1Y | +77.5% | +43.3% | +34.2% | +64.4% |
| 3Y | +49.5% | +214.7% | -165.2% | +30.7% |
| 5Y | -24.9% | +141.3% | -166.2% | -35.0% |
| All | +28.7% | -68.5% | +97.3% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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