-25.3%
SWK vs Z
-56.4%
+31.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | +0.5% |
| 7D | +11.3% | -6.5% | +17.8% | +13.8% |
| 30D | +31.5% | -0.1% | +31.6% | +31.0% |
| 3M | +14.4% | -14.1% | +28.6% | +19.0% |
| 6M | +46.4% | -30.1% | +76.5% | +62.2% |
| YTD | +61.6% | -57.5% | +119.1% | +109.6% |
| 1Y | +78.7% | -60.3% | +139.1% | +137.2% |
| 3Y | +54.4% | -21.0% | +75.4% | +57.6% |
| 5Y | -25.3% | -54.9% | +29.6% | -18.1% |
| All | -25.3% | -56.4% | +31.1% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling