+533.2%
XYZ vs SWK
+20.9%
+512.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.3% |
| 7D | -1.0% | -0.4% | -0.5% | -0.6% |
| 30D | -1.7% | -5.7% | +4.0% | +2.2% |
| 3M | +16.7% | +24.1% | -7.3% | +1.0% |
| 6M | +26.9% | +24.7% | +2.1% | +8.2% |
| YTD | +27.1% | +33.9% | -6.8% | +2.5% |
| 1Y | +9.3% | +34.7% | -25.4% | -13.1% |
| 3Y | +42.3% | +15.3% | +27.0% | +17.9% |
| 5Y | -69.3% | -39.3% | -30.0% | -61.7% |
| 10Y | +586.8% | +2.5% | +584.3% | +452.9% |
| All | +533.2% | +20.9% | +512.3% | +340.6% |
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