-14.7%
SWK vs REPL
-6.0%
-8.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | -0.4% | -3.0% | +2.5% | -0.3% |
| 30D | -5.7% | +27.1% | -32.9% | -6.8% |
| 3M | +24.1% | +52.4% | -28.3% | +19.3% |
| 6M | +24.7% | +107.4% | -82.7% | +12.3% |
| YTD | +33.9% | +54.7% | -20.8% | +22.6% |
| 1Y | +34.7% | +158.9% | -124.2% | +15.0% |
| 3Y | +15.3% | -23.7% | +39.0% | -6.4% |
| 5Y | -39.3% | -54.3% | +15.1% | -49.1% |
| All | -14.7% | -6.0% | -8.7% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling