+22,131.9%
TSLA vs SWK
+186.1%
+21,945.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.8% | -6.3% |
| 7D | +1.5% | -0.4% | +2.0% | +1.7% |
| 30D | +10.1% | -5.7% | +15.8% | +13.2% |
| 3M | -15.4% | +24.1% | -39.5% | -23.9% |
| 6M | -12.8% | +24.7% | -37.5% | -22.4% |
| YTD | -21.3% | +33.9% | -55.2% | -32.8% |
| 1Y | +4.6% | +34.7% | -30.1% | -11.8% |
| 3Y | +44.5% | +15.3% | +29.2% | +25.5% |
| 5Y | +44.8% | -39.3% | +84.1% | +64.8% |
| 10Y | +2,585.4% | +2.5% | +2,582.9% | +2,012.4% |
| All | +22,131.9% | +186.1% | +21,945.8% | +10,099.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling