-25.3%
SWK vs GWRE
+27.5%
-52.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.2% | +0.4% |
| 7D | +11.0% | -0.7% | +11.8% | +11.3% |
| 30D | +30.1% | -1.6% | +31.6% | +30.3% |
| 3M | +14.7% | +0.9% | +13.8% | +12.6% |
| 6M | +44.5% | +23.1% | +21.4% | +33.3% |
| YTD | +59.4% | -19.7% | +79.1% | +63.7% |
| 1Y | +77.5% | -25.0% | +102.6% | +86.4% |
| 3Y | +49.5% | +78.7% | -29.3% | +8.3% |
| All | -25.3% | +27.5% | -52.8% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling