+1,501.0%
SWK vs COO
+5,456.7%
-3,955.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.4% |
| 7D | +11.3% | +5.3% | +6.0% | +10.7% |
| 30D | +28.1% | +12.5% | +15.5% | +26.5% |
| 3M | +12.6% | -15.1% | +27.7% | +14.6% |
| 6M | +51.7% | +3.7% | +48.0% | +50.9% |
| YTD | +60.0% | -22.5% | +82.5% | +64.4% |
| 1Y | +72.7% | -7.8% | +80.5% | +74.2% |
| 3Y | +46.3% | -24.1% | +70.4% | +50.5% |
| 5Y | -24.6% | -40.1% | +15.5% | -20.7% |
| 10Y | +32.2% | +44.7% | -12.4% | +30.3% |
| All | +1,501.0% | +5,456.7% | -3,955.7% | +1,161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling