+92.0%
SWK vs INDA
+115.1%
-23.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.4% | +0.7% | -1.2% | -0.9% |
| 30D | -5.7% | -0.8% | -4.9% | -5.2% |
| 3M | +24.1% | +3.9% | +20.1% | +21.4% |
| 6M | +24.7% | -0.7% | +25.4% | +25.6% |
| YTD | +33.9% | -7.7% | +41.6% | +41.3% |
| 1Y | +34.7% | -5.1% | +39.8% | +39.3% |
| 3Y | +15.3% | +13.6% | +1.6% | +6.8% |
| 5Y | -39.3% | +7.8% | -47.1% | -41.8% |
| 10Y | +2.5% | +84.6% | -82.2% | -29.5% |
| All | +92.0% | +115.1% | -23.2% | +22.6% |
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