+2,926.4%
V vs SWK
+224.2%
+2,702.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -1.7% | -0.4% | -1.3% | -1.5% |
| 30D | +2.0% | -5.7% | +7.7% | +4.2% |
| 3M | +17.4% | +24.1% | -6.7% | +6.8% |
| 6M | +17.5% | +24.7% | -7.2% | +5.5% |
| YTD | +7.6% | +33.9% | -26.4% | -6.8% |
| 1Y | +7.7% | +34.7% | -27.0% | -7.7% |
| 3Y | +54.7% | +15.3% | +39.4% | +32.5% |
| 5Y | +73.0% | -39.3% | +112.3% | +89.6% |
| 10Y | +390.9% | +2.5% | +388.4% | +278.0% |
| All | +2,926.4% | +224.2% | +2,702.3% | +986.2% |
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