+139.3%
SWK vs COPX
+186.2%
-46.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | -0.4% | -4.0% | +3.5% | +1.4% |
| 30D | -5.7% | +4.5% | -10.3% | -7.9% |
| 3M | +24.1% | +0.8% | +23.2% | +22.1% |
| 6M | +24.7% | +3.2% | +21.5% | +20.0% |
| YTD | +33.9% | +26.7% | +7.2% | +14.8% |
| 1Y | +34.7% | +85.7% | -51.0% | -5.0% |
| 3Y | +15.3% | +151.2% | -135.9% | -31.6% |
| 5Y | -39.3% | +170.0% | -209.3% | -66.8% |
| 10Y | +2.5% | +572.9% | -570.4% | -67.0% |
| All | +139.3% | +186.2% | -46.9% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling