+219.0%
TECK vs SWK
+26.9%
+192.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.0% |
| 7D | +1.7% | +11.3% | -9.6% | -4.3% |
| 30D | -7.6% | +31.5% | -39.1% | -20.8% |
| 3M | -5.9% | +14.4% | -20.3% | -13.1% |
| 6M | -2.8% | +46.4% | -49.3% | -22.0% |
| YTD | +31.8% | +61.6% | -29.8% | -0.8% |
| 1Y | +49.1% | +78.7% | -29.6% | +5.7% |
| 3Y | +83.0% | +54.4% | +28.6% | +32.8% |
| 5Y | +150.6% | -25.3% | +175.9% | +168.3% |
| 10Y | +219.0% | +22.4% | +196.6% | +107.9% |
| All | +219.0% | +26.9% | +192.1% | +107.9% |
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 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