+669.9%
GWW vs SWK
+18.1%
+651.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +3.6% | -1.4% | +4.9% | +4.0% |
| 30D | +12.1% | +25.5% | -13.3% | +3.0% |
| 3M | +12.9% | +11.8% | +1.1% | +7.9% |
| 6M | +19.3% | +48.7% | -29.4% | +1.9% |
| YTD | +48.7% | +57.2% | -8.5% | +23.4% |
| 1Y | +60.5% | +75.3% | -14.8% | +27.7% |
| 3Y | +93.3% | +51.9% | +41.3% | +53.5% |
| 5Y | +219.0% | -30.7% | +249.7% | +243.4% |
| All | +669.9% | +18.1% | +651.8% | +486.0% |
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