+3.3%
SWK vs M
-2.2%
+5.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.1% |
| 7D | -0.4% | +4.7% | -5.2% | -1.8% |
| 30D | -5.7% | -9.6% | +3.9% | -3.0% |
| 3M | +24.1% | +0.9% | +23.2% | +23.6% |
| 6M | +24.7% | +22.3% | +2.4% | +17.4% |
| YTD | +33.9% | +6.5% | +27.4% | +30.7% |
| 1Y | +34.7% | +38.8% | -4.1% | +21.8% |
| 3Y | +15.3% | +115.9% | -100.6% | -11.8% |
| 5Y | -39.3% | +28.6% | -67.9% | -50.1% |
| All | +3.3% | -2.2% | +5.5% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling