+32.1%
SWKS vs SWK
+29.6%
+2.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -6.2% | +11.0% | -17.2% | -12.3% |
| 30D | -1.5% | +30.1% | -31.5% | -15.7% |
| 3M | +23.0% | +14.7% | +8.3% | +12.5% |
| 6M | +27.6% | +44.5% | -16.9% | +2.0% |
| YTD | +32.3% | +59.4% | -27.1% | -1.7% |
| 1Y | +20.1% | +77.5% | -57.4% | -16.3% |
| 3Y | +0.6% | +49.5% | -48.8% | -25.7% |
| 5Y | -42.3% | -24.9% | -17.4% | -39.5% |
| All | +32.1% | +29.6% | +2.5% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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