+85.2%
SWK vs Z
-54.2%
+139.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +9.4% | +3.7% | +10.9% |
| 7D | +17.9% | +10.2% | +7.7% | +15.5% |
| 30D | +31.9% | +23.7% | +8.3% | +26.3% |
| 3M | +16.6% | -6.6% | +23.1% | +16.9% |
| 6M | +61.1% | -23.0% | +84.1% | +67.4% |
| YTD | +64.2% | -50.3% | +114.5% | +88.7% |
| 1Y | +85.2% | -53.6% | +138.8% | +118.9% |
| All | +85.2% | -54.2% | +139.4% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling