+1,274.0%
SWK vs M
+425.5%
+848.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.9% | +3.3% | -0.8% |
| 7D | +11.3% | -2.1% | +13.4% | +12.1% |
| 30D | +28.1% | +7.7% | +20.4% | +25.4% |
| 3M | +12.6% | -4.4% | +17.0% | +13.9% |
| 6M | +51.7% | +27.5% | +24.2% | +40.6% |
| YTD | +60.0% | +12.8% | +47.2% | +53.2% |
| 1Y | +72.7% | +20.7% | +51.9% | +61.9% |
| 3Y | +46.3% | +111.3% | -65.0% | +11.3% |
| 5Y | -24.6% | -6.3% | -18.3% | -32.2% |
| 10Y | +32.2% | +1.5% | +30.8% | -7.3% |
| All | +1,274.0% | +425.5% | +848.5% | +451.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling