-25.3%
SWK vs REPL
-35.6%
+10.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.5% |
| 7D | +11.0% | +22.8% | -11.7% | +10.6% |
| 30D | +30.1% | +63.8% | -33.7% | +28.8% |
| 3M | +14.7% | +68.1% | -53.5% | +13.5% |
| 6M | +44.5% | +528.5% | -484.0% | +36.6% |
| YTD | +59.4% | +122.4% | -63.0% | +52.8% |
| 1Y | +77.5% | +154.4% | -76.8% | +69.3% |
| 3Y | +49.5% | +68.0% | -18.5% | +27.8% |
| All | -25.3% | -35.6% | +10.4% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling