+29.2%
SWK vs Z
-12.8%
+42.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -10.6% | +8.1% | +0.4% |
| 7D | +11.3% | -2.3% | +13.5% | +12.0% |
| 30D | +28.1% | +9.4% | +18.7% | +24.6% |
| 3M | +12.6% | -16.1% | +28.7% | +17.1% |
| 6M | +51.7% | -30.4% | +82.1% | +65.3% |
| YTD | +60.0% | -55.6% | +115.6% | +94.9% |
| 1Y | +72.7% | -58.5% | +131.2% | +114.2% |
| 3Y | +46.3% | -19.6% | +65.9% | +49.0% |
| 5Y | -24.6% | -54.1% | +29.5% | -16.4% |
| All | +29.2% | -12.8% | +42.0% | +2.8% |
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