+230.2%
GWW vs SWK
-38.7%
+269.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | +1.4% | -0.4% | +1.8% | +1.5% |
| 30D | +3.3% | -5.7% | +9.0% | +4.8% |
| 3M | +2.9% | +24.1% | -21.1% | -3.4% |
| 6M | +15.8% | +24.7% | -8.9% | +8.0% |
| YTD | +32.0% | +33.9% | -1.9% | +20.6% |
| 1Y | +29.9% | +34.7% | -4.8% | +18.0% |
| 3Y | +91.1% | +15.3% | +75.8% | +75.4% |
| All | +230.2% | -38.7% | +269.0% | +250.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling