+111.8%
SWK vs FIVE
+868.1%
-756.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | -0.7% |
| 7D | -0.4% | +4.3% | -4.7% | -1.8% |
| 30D | -5.7% | +12.5% | -18.2% | -9.4% |
| 3M | +24.1% | +31.2% | -7.2% | +13.5% |
| 6M | +24.7% | +14.4% | +10.3% | +17.9% |
| YTD | +33.9% | +33.9% | +0.1% | +20.4% |
| 1Y | +34.7% | +65.1% | -30.4% | +13.1% |
| 3Y | +15.3% | +49.0% | -33.7% | -7.1% |
| 5Y | -39.3% | +30.3% | -69.6% | -50.7% |
| 10Y | +2.5% | +481.1% | -478.6% | -41.8% |
| All | +111.8% | +868.1% | -756.3% | +2.4% |
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