+72.7%
SWK vs REPL
+124.9%
-52.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.7% | -2.6% |
| 7D | +11.3% | +15.1% | -3.9% | +11.4% |
| 30D | +28.1% | +51.1% | -23.0% | +28.7% |
| 3M | +12.6% | +69.2% | -56.6% | +13.4% |
| 6M | +51.7% | +597.6% | -545.8% | +57.2% |
| YTD | +60.0% | +106.0% | -46.0% | +62.5% |
| 1Y | +72.7% | +133.3% | -60.7% | +66.8% |
| All | +72.7% | +124.9% | -52.3% | +66.8% |
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