+221.8%
GWW vs SWK
-26.0%
+247.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | 0.0% | -2.3% | +2.3% | +0.6% |
| 30D | +14.0% | +30.4% | -16.5% | +6.0% |
| 3M | +14.4% | +12.1% | +2.2% | +10.6% |
| 6M | +21.7% | +49.1% | -27.4% | +8.3% |
| YTD | +48.4% | +60.4% | -12.0% | +28.8% |
| 1Y | +58.4% | +78.3% | -19.9% | +33.4% |
| 3Y | +92.3% | +53.3% | +39.0% | +62.4% |
| 5Y | +221.8% | -27.0% | +248.8% | +242.2% |
| All | +221.8% | -26.0% | +247.8% | +242.2% |
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 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