+0.7%
SWK vs GWRE
+130.1%
-129.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.0% | +2.7% | -0.8% |
| 7D | -4.6% | -26.2% | +21.7% | +3.0% |
| 30D | -9.9% | -17.8% | +7.9% | -6.1% |
| 3M | +15.4% | +14.2% | +1.2% | +7.7% |
| 6M | +25.0% | -12.9% | +37.9% | +23.9% |
| YTD | +27.2% | -29.2% | +56.5% | +34.4% |
| 1Y | +24.6% | -44.4% | +69.0% | +43.8% |
| 3Y | +13.7% | +51.1% | -37.4% | -16.5% |
| 5Y | -41.5% | +16.5% | -58.1% | -54.1% |
| 10Y | +0.7% | +131.6% | -130.9% | -40.1% |
| All | +0.7% | +130.1% | -129.4% | -40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling