+648.4%
GWW vs SWK
+26.9%
+621.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.3% |
| 7D | +5.5% | +11.3% | -5.8% | +1.4% |
| 30D | +14.4% | +31.5% | -17.1% | +3.3% |
| 3M | +13.7% | +14.4% | -0.7% | +7.8% |
| 6M | +20.1% | +46.4% | -26.4% | +3.2% |
| YTD | +47.1% | +61.6% | -14.5% | +20.8% |
| 1Y | +56.2% | +78.7% | -22.5% | +23.4% |
| 3Y | +90.5% | +54.4% | +36.1% | +50.5% |
| 5Y | +221.2% | -25.3% | +246.5% | +234.7% |
| 10Y | +648.4% | +22.4% | +626.0% | +469.2% |
| All | +648.4% | +26.9% | +621.5% | +469.2% |
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 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