+129.2%
SWK vs INDA
+115.6%
+13.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +11.3% | +5.5% | +5.7% | +7.7% |
| 30D | +28.1% | +7.0% | +21.1% | +22.8% |
| 3M | +12.6% | -0.6% | +13.2% | +13.2% |
| 6M | +51.7% | +1.7% | +50.0% | +50.7% |
| YTD | +60.0% | -7.5% | +67.4% | +68.8% |
| 1Y | +72.7% | -7.9% | +80.6% | +82.5% |
| 3Y | +46.3% | +14.1% | +32.2% | +35.3% |
| 5Y | -24.6% | +7.4% | -32.0% | -27.5% |
| 10Y | +32.2% | +98.7% | -66.4% | -11.3% |
| All | +129.2% | +115.6% | +13.6% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling