+3.3%
SWK vs COO
+49.3%
-46.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.8% |
| 7D | -0.4% | -2.2% | +1.8% | +0.9% |
| 30D | -5.7% | -7.0% | +1.3% | -1.6% |
| 3M | +24.1% | +12.2% | +11.9% | +14.9% |
| 6M | +24.7% | -15.1% | +39.8% | +37.0% |
| YTD | +33.9% | -15.1% | +49.0% | +47.2% |
| 1Y | +34.7% | +2.3% | +32.3% | +31.4% |
| 3Y | +15.3% | -23.7% | +38.9% | +30.0% |
| 5Y | -39.3% | -38.9% | -0.4% | -22.8% |
| All | +3.3% | +49.3% | -46.0% | -12.9% |
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