+28.7%
SWK vs TAP
-49.3%
+78.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +1.7% |
| 7D | +11.0% | +0.5% | +10.5% | +10.8% |
| 30D | +30.1% | +9.1% | +20.9% | +24.8% |
| 3M | +14.7% | -3.8% | +18.5% | +16.3% |
| 6M | +44.5% | -3.4% | +47.9% | +45.6% |
| YTD | +59.4% | -10.6% | +70.0% | +65.5% |
| 1Y | +77.5% | -4.4% | +81.9% | +78.1% |
| 3Y | +49.5% | -24.4% | +73.8% | +64.7% |
| 5Y | -24.9% | +2.1% | -27.0% | -30.5% |
| All | +28.7% | -49.3% | +78.0% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling