+53.9%
SWK vs Z
+22.6%
+31.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +9.4% | +3.7% | +10.6% |
| 7D | +17.9% | +10.2% | +7.7% | +15.0% |
| 30D | +31.9% | +23.7% | +8.3% | +24.5% |
| 3M | +16.6% | -6.6% | +23.1% | +17.8% |
| 6M | +61.1% | -23.0% | +84.1% | +70.5% |
| YTD | +64.2% | -50.3% | +114.5% | +92.9% |
| 1Y | +85.2% | -53.6% | +138.8% | +121.3% |
| 3Y | +50.2% | -10.1% | +60.2% | +48.7% |
| 5Y | -22.8% | -49.8% | +27.0% | -16.6% |
| 10Y | +35.8% | -1.6% | +37.4% | +5.0% |
| All | +53.9% | +22.6% | +31.3% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling