+587.7%
XYZ vs SWK
+30.0%
+557.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -2.4% |
| 7D | +9.2% | +11.3% | -2.0% | +2.3% |
| 30D | +9.8% | +28.1% | -18.3% | -6.1% |
| 3M | -0.2% | +12.6% | -12.8% | -7.4% |
| 6M | +18.0% | +51.7% | -33.8% | -10.4% |
| YTD | +29.1% | +60.0% | -30.8% | -7.1% |
| 1Y | +14.1% | +72.7% | -58.6% | -22.3% |
| 3Y | +72.6% | +46.3% | +26.3% | +22.4% |
| 5Y | -64.6% | -24.6% | -40.0% | -61.4% |
| All | +587.7% | +30.0% | +557.7% | +469.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling