+72.7%
SWK vs Z
-58.6%
+131.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -10.6% | +8.1% | -0.1% |
| 7D | +11.3% | -2.3% | +13.5% | +11.9% |
| 30D | +28.1% | +9.4% | +18.7% | +26.0% |
| 3M | +12.6% | -16.1% | +28.7% | +15.7% |
| 6M | +51.7% | -30.4% | +82.1% | +61.3% |
| YTD | +60.0% | -55.6% | +115.6% | +88.2% |
| 1Y | +72.7% | -58.5% | +131.2% | +108.7% |
| All | +72.7% | -58.6% | +131.3% | +108.7% |
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