+75.3%
SWK vs CAPR
+63.5%
+11.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.2% | +0.2% |
| 7D | -1.4% | +5.9% | -7.3% | -1.4% |
| 30D | +25.5% | +44.6% | -19.2% | +25.3% |
| 3M | +11.8% | +126.4% | -114.6% | +11.4% |
| 6M | +48.7% | -68.6% | +117.3% | +49.0% |
| YTD | +57.2% | -67.0% | +124.2% | +57.4% |
| 1Y | +75.3% | +65.2% | +10.1% | +73.3% |
| All | +75.3% | +63.5% | +11.8% | +73.3% |
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