+42.1%
SWK vs IRE
-84.4%
+126.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.0% | -13.1% | +0.5% |
| 7D | -0.4% | +54.8% | -55.2% | -1.7% |
| 30D | -5.7% | +18.4% | -24.1% | -6.5% |
| 3M | +24.1% | -66.7% | +90.8% | +26.2% |
| 6M | +24.7% | -52.3% | +77.0% | +23.8% |
| YTD | +33.9% | -52.3% | +86.3% | +29.8% |
| All | +42.1% | -84.4% | +126.5% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling