+28.7%
SWK vs Z
-14.9%
+43.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | +0.3% |
| 7D | +11.0% | -4.6% | +15.6% | +12.5% |
| 30D | +30.1% | +8.3% | +21.7% | +26.8% |
| 3M | +14.7% | -11.6% | +26.3% | +17.6% |
| 6M | +44.5% | -33.6% | +78.1% | +59.5% |
| YTD | +59.4% | -56.7% | +116.1% | +95.6% |
| 1Y | +77.5% | -59.1% | +136.7% | +121.1% |
| 3Y | +49.5% | -20.4% | +69.8% | +52.6% |
| 5Y | -24.9% | -55.3% | +30.4% | -16.1% |
| All | +28.7% | -14.9% | +43.7% | +3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling