-24.6%
SWK vs REPL
-40.1%
+15.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.7% | -2.5% |
| 7D | +11.3% | +15.1% | -3.9% | +11.0% |
| 30D | +28.1% | +51.1% | -23.0% | +27.1% |
| 3M | +12.6% | +69.2% | -56.6% | +11.4% |
| 6M | +51.7% | +597.6% | -545.8% | +42.9% |
| YTD | +60.0% | +106.0% | -46.0% | +53.6% |
| 1Y | +72.7% | +133.3% | -60.7% | +65.0% |
| 3Y | +46.3% | +41.0% | +5.3% | +27.1% |
| 5Y | -24.6% | -40.1% | +15.5% | -31.2% |
| All | -24.6% | -40.1% | +15.4% | -31.2% |
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