+217.7%
GWW vs SWK
-25.5%
+243.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | +6.0% | +11.0% | -5.0% | +3.0% |
| 30D | +14.0% | +30.1% | -16.0% | +6.1% |
| 3M | +12.5% | +14.7% | -2.1% | +8.2% |
| 6M | +23.6% | +44.5% | -20.9% | +11.0% |
| YTD | +43.6% | +59.4% | -15.8% | +24.8% |
| 1Y | +52.5% | +77.5% | -25.0% | +28.6% |
| 3Y | +92.6% | +49.5% | +43.1% | +63.9% |
| All | +217.7% | -25.5% | +243.1% | +234.5% |
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