+28.7%
SWK vs COPX
+384.5%
-355.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -1.1% |
| 7D | +11.0% | -1.0% | +12.0% | +11.7% |
| 30D | +30.1% | -14.8% | +44.8% | +40.2% |
| 3M | +14.7% | -17.2% | +31.9% | +24.7% |
| 6M | +44.5% | -14.5% | +59.0% | +51.9% |
| YTD | +59.4% | -0.4% | +59.8% | +49.9% |
| 1Y | +77.5% | +21.9% | +55.7% | +49.1% |
| 3Y | +49.5% | +123.7% | -74.3% | -14.2% |
| 5Y | -24.9% | +121.8% | -146.7% | -59.0% |
| All | +28.7% | +384.5% | -355.8% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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