+85.2%
SWK vs GWRE
-24.5%
+109.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +5.9% | +7.2% | +13.0% |
| 7D | +17.9% | +2.2% | +15.7% | +17.8% |
| 30D | +31.9% | +4.5% | +27.4% | +31.9% |
| 3M | +16.6% | +6.4% | +10.1% | +16.5% |
| 6M | +61.1% | +18.8% | +42.3% | +61.9% |
| YTD | +64.2% | -15.1% | +79.3% | +77.7% |
| 1Y | +85.2% | -23.4% | +108.6% | +112.3% |
| All | +85.2% | -24.5% | +109.7% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling