+28.7%
SWK vs COO
+41.2%
-12.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.7% |
| 7D | +11.0% | +4.7% | +6.3% | +8.3% |
| 30D | +30.1% | +13.9% | +16.2% | +20.5% |
| 3M | +14.7% | -14.9% | +29.6% | +25.2% |
| 6M | +44.5% | +2.0% | +42.5% | +40.2% |
| YTD | +59.4% | -23.9% | +83.3% | +85.5% |
| 1Y | +77.5% | -9.6% | +87.1% | +85.6% |
| 3Y | +49.5% | -25.4% | +74.9% | +69.2% |
| 5Y | -24.9% | -41.2% | +16.3% | -3.4% |
| All | +28.7% | +41.2% | -12.5% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling