+75.3%
SWK vs GWRE
-28.5%
+103.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | -1.4% | -2.0% | +0.6% | -1.3% |
| 30D | +25.5% | -4.1% | +29.5% | +25.6% |
| 3M | +11.8% | -13.4% | +25.1% | +11.6% |
| 6M | +48.7% | +26.0% | +22.7% | +50.9% |
| YTD | +57.2% | -21.3% | +78.5% | +69.8% |
| 1Y | +75.3% | -27.5% | +102.8% | +98.5% |
| All | +75.3% | -28.5% | +103.8% | +98.5% |
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