+61.1%
SWK vs CAPR
-71.4%
+132.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +8.3% | +4.9% | +13.2% |
| 7D | +17.9% | +43.2% | -25.3% | +18.4% |
| 30D | +31.9% | +14.7% | +17.3% | +32.0% |
| 3M | +16.6% | +113.9% | -97.3% | +19.4% |
| 6M | +61.1% | -73.4% | +134.5% | +66.4% |
| All | +61.1% | -71.4% | +132.5% | +66.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling