+77.5%
SWK vs CAPR
+43.1%
+34.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.0% | -0.4% |
| 7D | +11.0% | +41.1% | -30.0% | +10.9% |
| 30D | +30.1% | +11.1% | +18.9% | +30.0% |
| 3M | +14.7% | +115.3% | -100.7% | +14.3% |
| 6M | +44.5% | -73.8% | +118.3% | +44.9% |
| YTD | +59.4% | -68.8% | +128.2% | +59.7% |
| 1Y | +77.5% | +43.3% | +34.2% | +75.4% |
| All | +77.5% | +43.1% | +34.4% | +75.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling