+72.2%
V vs SWK
-38.7%
+110.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | +2.0% | -5.7% | +7.7% | +3.1% |
| 3M | +17.4% | +24.1% | -6.7% | +11.9% |
| 6M | +17.5% | +24.7% | -7.2% | +11.4% |
| YTD | +7.6% | +33.9% | -26.4% | +0.1% |
| 1Y | +7.7% | +34.7% | -27.0% | -0.4% |
| 3Y | +54.7% | +15.3% | +39.4% | +43.3% |
| All | +72.2% | -38.7% | +110.9% | +91.0% |
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