+861.4%
TER vs SWK
+30.0%
+831.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.6% | -12.7% | -13.8% |
| 7D | -28.2% | +11.3% | -39.4% | -33.2% |
| 30D | -50.6% | +28.1% | -78.7% | -57.9% |
| 3M | -45.3% | +12.6% | -57.9% | -49.9% |
| 6M | -40.4% | +51.7% | -92.1% | -53.7% |
| YTD | +10.0% | +60.0% | -49.9% | -17.1% |
| 1Y | +13.6% | +72.7% | -59.0% | -18.1% |
| 3Y | +145.2% | +46.3% | +98.9% | +85.1% |
| 5Y | +50.4% | -24.6% | +75.0% | +58.7% |
| All | +861.4% | +30.0% | +831.4% | +634.5% |
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