+1.5%
SWK vs REPL
+35.1%
-33.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.7% |
| 7D | +11.0% | +22.8% | -11.7% | +10.0% |
| 30D | +30.1% | +63.8% | -33.7% | +27.1% |
| 3M | +14.7% | +68.1% | -53.5% | +11.8% |
| 6M | +44.5% | +528.5% | -484.0% | +26.9% |
| YTD | +59.4% | +122.4% | -63.0% | +43.3% |
| 1Y | +77.5% | +154.4% | -76.8% | +58.1% |
| 3Y | +49.5% | +68.0% | -18.5% | +12.6% |
| 5Y | -24.9% | -35.4% | +10.5% | -38.0% |
| All | +1.5% | +35.1% | -33.6% | -35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling