+22.2%
SWK vs COO
+41.1%
-18.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | -1.4% | +0.5% | -1.8% | -1.6% |
| 30D | +25.5% | +14.2% | +11.3% | +16.2% |
| 3M | +11.8% | -18.2% | +30.0% | +25.1% |
| 6M | +48.7% | +5.3% | +43.3% | +41.5% |
| YTD | +57.2% | -23.6% | +80.7% | +82.5% |
| 1Y | +75.3% | -12.7% | +87.9% | +87.2% |
| 3Y | +51.9% | -24.2% | +76.1% | +70.3% |
| 5Y | -30.7% | -40.0% | +9.2% | -11.8% |
| All | +22.2% | +41.1% | -18.9% | +7.9% |
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