+159.7%
SWK vs FIVE
+867.4%
-707.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +6.7% | +6.4% | +11.0% |
| 7D | +17.9% | +7.5% | +10.4% | +15.4% |
| 30D | +31.9% | +16.7% | +15.2% | +25.9% |
| 3M | +16.6% | +13.4% | +3.2% | +11.7% |
| 6M | +61.1% | +9.0% | +52.1% | +55.0% |
| YTD | +64.2% | +33.8% | +30.4% | +47.5% |
| 1Y | +85.2% | +61.2% | +24.0% | +57.0% |
| 3Y | +50.2% | +42.1% | +8.1% | +22.9% |
| 5Y | -22.8% | +21.4% | -44.2% | -35.9% |
| 10Y | +35.8% | +609.1% | -573.3% | -24.8% |
| All | +159.7% | +867.4% | -707.7% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling