+695.8%
GWW vs SWK
+29.6%
+666.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | +6.0% | +11.0% | -5.0% | +1.9% |
| 30D | +14.0% | +30.1% | -16.0% | +3.4% |
| 3M | +12.5% | +14.7% | -2.1% | +6.6% |
| 6M | +23.6% | +44.5% | -20.9% | +6.7% |
| YTD | +43.6% | +59.4% | -15.8% | +18.6% |
| 1Y | +52.5% | +77.5% | -25.0% | +20.7% |
| 3Y | +92.6% | +49.5% | +43.1% | +54.1% |
| 5Y | +219.0% | -24.9% | +243.9% | +231.1% |
| All | +695.8% | +29.6% | +666.2% | +466.6% |
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 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