+10.8%
TSLA vs SWK
-23.3%
+34.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +4.3% |
| 7D | -6.4% | +10.7% | -17.1% | -10.8% |
| 30D | -1.2% | +33.3% | -34.6% | -13.4% |
| 3M | +15.1% | +14.7% | +0.4% | +7.6% |
| 6M | -11.7% | +48.5% | -60.3% | -26.6% |
| YTD | -15.9% | +63.9% | -79.8% | -34.2% |
| 1Y | -12.0% | +80.4% | -92.4% | -34.3% |
| 3Y | +80.0% | +58.1% | +21.9% | +33.9% |
| 5Y | +10.8% | -24.5% | +35.3% | +6.6% |
| All | +10.8% | -23.3% | +34.1% | +6.6% |
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