+51.7%
SWK vs REPL
+562.9%
-511.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.7% | -2.6% |
| 7D | +11.3% | +15.1% | -3.9% | +11.3% |
| 30D | +28.1% | +51.1% | -23.0% | +28.3% |
| 3M | +12.6% | +69.2% | -56.6% | +13.0% |
| 6M | +51.7% | +597.6% | -545.8% | +51.8% |
| All | +51.7% | +562.9% | -511.2% | +51.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling