-25.3%
SWK vs INDA
+8.0%
-33.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -2.0% |
| 7D | +11.0% | +6.6% | +4.4% | +4.8% |
| 30D | +30.1% | +10.4% | +19.7% | +18.9% |
| 3M | +14.7% | +1.5% | +13.1% | +13.2% |
| 6M | +44.5% | +1.7% | +42.8% | +42.7% |
| YTD | +59.4% | -5.8% | +65.2% | +68.3% |
| 1Y | +77.5% | -5.1% | +82.6% | +85.7% |
| 3Y | +49.5% | +16.0% | +33.5% | +28.3% |
| All | -25.3% | +8.0% | -33.3% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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