+77.5%
SWK vs REPL
+152.6%
-75.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.3% |
| 7D | +11.0% | +22.8% | -11.7% | +11.3% |
| 30D | +30.1% | +63.8% | -33.7% | +30.8% |
| 3M | +14.7% | +68.1% | -53.5% | +15.4% |
| 6M | +44.5% | +528.5% | -484.0% | +49.4% |
| YTD | +59.4% | +122.4% | -63.0% | +61.9% |
| 1Y | +77.5% | +154.4% | -76.8% | +72.6% |
| All | +77.5% | +152.6% | -75.0% | +72.6% |
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 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