-15.6%
TSLA vs SWK
-25.4%
+9.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.6% | -8.2% | -9.7% |
| 7D | -14.8% | +11.3% | -26.0% | -19.0% |
| 30D | -9.7% | +28.1% | -37.8% | -19.5% |
| 3M | +6.9% | +12.6% | -5.7% | +0.7% |
| 6M | -11.7% | +51.7% | -63.4% | -27.2% |
| YTD | -23.6% | +60.0% | -83.5% | -39.4% |
| 1Y | -25.6% | +72.7% | -98.3% | -43.3% |
| 3Y | +56.3% | +46.3% | +9.9% | +20.7% |
| 5Y | -15.6% | -24.6% | +9.0% | -20.6% |
| All | -15.6% | -25.4% | +9.8% | -20.6% |
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