-29.9%
SWK vs COPX
+107.3%
-137.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.2% |
| 7D | -1.4% | -2.8% | +1.5% | -0.3% |
| 30D | +25.5% | -14.3% | +39.8% | +33.1% |
| 3M | +11.8% | -19.0% | +30.8% | +20.7% |
| 6M | +48.7% | -24.4% | +73.1% | +63.3% |
| YTD | +57.2% | -3.2% | +60.4% | +50.9% |
| 1Y | +75.3% | +15.2% | +60.1% | +55.1% |
| 3Y | +51.9% | +127.6% | -75.7% | -4.6% |
| All | -29.9% | +107.3% | -137.2% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling