-43.0%
SWKS vs SWK
-25.4%
-17.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -0.8% |
| 7D | -9.2% | +11.3% | -20.4% | -14.7% |
| 30D | -1.9% | +28.1% | -30.0% | -14.3% |
| 3M | +21.2% | +12.6% | +8.6% | +12.9% |
| 6M | +12.9% | +51.7% | -38.8% | -10.6% |
| YTD | +30.7% | +60.0% | -29.2% | -0.5% |
| 1Y | +14.1% | +72.7% | -58.5% | -16.9% |
| 3Y | -1.7% | +46.3% | -48.0% | -25.3% |
| 5Y | -43.0% | -24.6% | -18.4% | -45.0% |
| All | -43.0% | -25.4% | -17.6% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling