-27.0%
SWK vs COO
-41.3%
+14.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.1% |
| 7D | -2.3% | -2.3% | 0.0% | -1.0% |
| 30D | +30.4% | +13.3% | +17.1% | +22.0% |
| 3M | +12.1% | -18.1% | +30.2% | +24.6% |
| 6M | +49.1% | +6.7% | +42.4% | +41.3% |
| YTD | +60.4% | -23.2% | +83.7% | +84.4% |
| 1Y | +78.3% | -12.3% | +90.6% | +89.6% |
| 3Y | +53.3% | -23.6% | +76.9% | +69.3% |
| 5Y | -27.0% | -38.7% | +11.8% | -10.7% |
| All | -27.0% | -41.3% | +14.4% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling