+136.2%
SWK vs GWRE
+828.2%
-692.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.5% |
| 7D | +11.3% | -3.5% | +14.8% | +12.4% |
| 30D | +31.5% | -7.1% | +38.5% | +33.8% |
| 3M | +14.4% | -10.1% | +24.5% | +15.5% |
| 6M | +46.4% | +12.3% | +34.1% | +36.2% |
| YTD | +61.6% | -22.7% | +84.2% | +64.2% |
| 1Y | +78.7% | -28.6% | +107.3% | +86.2% |
| 3Y | +54.4% | +70.7% | -16.3% | +16.8% |
| 5Y | -25.3% | +24.4% | -49.7% | -39.6% |
| 10Y | +22.4% | +169.2% | -146.8% | -21.2% |
| All | +136.2% | +828.2% | -692.0% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling