+241.8%
SWK vs CAPR
-99.1%
+340.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +1.0% | -2.5% |
| 7D | +11.3% | +29.7% | -18.5% | +10.8% |
| 30D | +28.1% | +11.0% | +17.1% | +27.8% |
| 3M | +12.6% | +118.8% | -106.2% | +10.8% |
| 6M | +51.7% | -73.9% | +125.6% | +53.0% |
| YTD | +60.0% | -70.2% | +130.2% | +60.7% |
| 1Y | +72.7% | +38.3% | +34.4% | +63.3% |
| 3Y | +46.3% | +199.7% | -153.3% | +33.9% |
| 5Y | -24.6% | +130.6% | -155.2% | -31.4% |
| 10Y | +32.2% | -68.5% | +100.7% | +15.2% |
| All | +241.8% | -99.1% | +340.9% | +187.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling