-40.1%
SWK vs GWRE
+22.2%
-62.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.8% | +5.0% | -1.2% |
| 7D | +0.1% | -25.6% | +25.7% | +5.6% |
| 30D | -8.9% | -12.2% | +3.3% | -7.5% |
| 3M | +20.5% | +17.7% | +2.8% | +13.8% |
| 6M | +27.1% | -11.3% | +38.4% | +26.9% |
| YTD | +30.2% | -25.5% | +55.7% | +36.2% |
| 1Y | +24.8% | -42.8% | +67.6% | +42.2% |
| 3Y | +16.3% | +59.0% | -42.7% | -12.8% |
| 5Y | -40.1% | +21.6% | -61.7% | -53.8% |
| All | -40.1% | +22.2% | -62.3% | -53.8% |
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