+1,310.5%
SWK vs M
+458.3%
+852.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +7.6% | +5.5% | +10.8% |
| 7D | +17.9% | +8.3% | +9.6% | +15.3% |
| 30D | +31.9% | +14.2% | +17.8% | +27.0% |
| 3M | +16.6% | -1.1% | +17.7% | +16.8% |
| 6M | +61.1% | +36.6% | +24.5% | +46.3% |
| YTD | +64.2% | +19.8% | +44.4% | +54.5% |
| 1Y | +85.2% | +37.2% | +48.0% | +67.3% |
| 3Y | +50.2% | +124.5% | -74.3% | +12.2% |
| 5Y | -22.8% | +1.5% | -24.3% | -32.1% |
| 10Y | +35.8% | +7.8% | +27.9% | -6.5% |
| All | +1,310.5% | +458.3% | +852.1% | +456.6% |
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