-36.7%
SWK vs CAPR
+84.7%
-121.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.9% |
| 7D | -0.4% | -2.0% | +1.5% | -0.4% |
| 30D | -5.7% | +139.2% | -144.9% | -7.0% |
| 3M | +24.1% | -66.4% | +90.4% | +24.8% |
| 6M | +24.7% | -63.1% | +87.8% | +25.1% |
| YTD | +33.9% | -67.4% | +101.4% | +34.6% |
| 1Y | +34.7% | +58.2% | -23.6% | +27.0% |
| 3Y | +15.3% | +42.2% | -26.9% | +3.1% |
| All | -36.7% | +84.7% | -121.4% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling