-36.7%
SWK vs Z
-64.8%
+28.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.5% |
| 7D | -0.4% | -3.0% | +2.6% | +0.4% |
| 30D | -5.7% | -4.2% | -1.5% | -4.9% |
| 3M | +24.1% | -3.7% | +27.8% | +24.3% |
| 6M | +24.7% | -24.5% | +49.2% | +33.8% |
| YTD | +33.9% | -49.3% | +83.2% | +61.1% |
| 1Y | +34.7% | -58.7% | +93.4% | +72.3% |
| 3Y | +15.3% | -34.1% | +49.4% | +25.1% |
| All | -36.7% | -64.8% | +28.1% | -39.6% |
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