-24.6%
SWK vs FIVE
+15.3%
-39.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | -1.2% |
| 7D | +11.3% | -1.7% | +13.0% | +12.0% |
| 30D | +28.1% | +14.9% | +13.2% | +22.5% |
| 3M | +12.6% | +7.6% | +5.0% | +9.4% |
| 6M | +51.7% | +6.4% | +45.3% | +46.7% |
| YTD | +60.0% | +28.1% | +31.9% | +44.5% |
| 1Y | +72.7% | +54.7% | +18.0% | +46.3% |
| 3Y | +46.3% | +36.1% | +10.3% | +18.8% |
| 5Y | -24.6% | +14.9% | -39.5% | -38.1% |
| All | -24.6% | +15.3% | -39.9% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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