+34.7%
SWK vs REPL
+161.1%
-126.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +0.9% |
| 7D | -0.4% | -3.0% | +2.5% | -0.5% |
| 30D | -5.7% | +27.1% | -32.9% | -5.6% |
| 3M | +24.1% | +52.4% | -28.3% | +24.7% |
| 6M | +24.7% | +107.4% | -82.7% | +26.0% |
| YTD | +33.9% | +54.7% | -20.8% | +35.8% |
| 1Y | +34.7% | +158.9% | -124.2% | +33.8% |
| All | +34.7% | +161.1% | -126.4% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling