+214.6%
TECK vs SWK
+29.6%
+185.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -0.2% | +11.0% | -11.3% | -6.0% |
| 30D | -7.5% | +30.1% | -37.6% | -20.3% |
| 3M | -8.4% | +14.7% | -23.1% | -15.6% |
| 6M | -2.2% | +44.5% | -46.7% | -21.0% |
| YTD | +26.8% | +59.4% | -32.6% | -3.9% |
| 1Y | +46.5% | +77.5% | -31.0% | +4.2% |
| 3Y | +69.0% | +49.5% | +19.6% | +25.0% |
| 5Y | +138.8% | -24.9% | +163.7% | +153.7% |
| All | +214.6% | +29.6% | +185.0% | +123.4% |
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