-44.3%
SWKS vs SWK
-24.2%
-20.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +13.1% | -16.0% | -9.4% |
| 7D | -4.9% | +17.9% | -22.8% | -13.2% |
| 30D | -1.2% | +31.9% | -33.1% | -14.9% |
| 3M | +24.2% | +16.6% | +7.6% | +13.6% |
| 6M | +21.5% | +61.1% | -39.6% | -6.7% |
| YTD | +33.5% | +64.2% | -30.7% | +0.2% |
| 1Y | +18.9% | +85.2% | -66.3% | -16.6% |
| 3Y | +0.4% | +50.2% | -49.8% | -24.7% |
| 5Y | -44.3% | -22.8% | -21.5% | -46.9% |
| All | -44.3% | -24.2% | -20.1% | -46.9% |
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