-27.0%
SWK vs CAPR
+219.7%
-246.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +26.5% | -27.2% | -1.1% |
| 7D | -2.3% | +25.8% | -28.1% | -2.6% |
| 30D | +30.4% | +50.2% | -19.8% | +29.6% |
| 3M | +12.1% | +185.5% | -173.4% | +10.2% |
| 6M | +49.1% | -64.8% | +113.9% | +49.6% |
| YTD | +60.4% | -61.1% | +121.6% | +60.6% |
| 1Y | +78.3% | +81.0% | -2.6% | +68.4% |
| 3Y | +53.3% | +300.7% | -247.4% | +31.9% |
| 5Y | -27.0% | +223.3% | -250.3% | -37.8% |
| All | -27.0% | +219.7% | -246.6% | -37.8% |
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