+95.8%
SWK vs GWRE
+869.7%
-773.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -19.9% | +20.8% | +6.1% |
| 7D | -0.4% | -21.1% | +20.6% | +5.0% |
| 30D | -5.7% | +1.3% | -7.0% | -7.3% |
| 3M | +24.1% | +7.4% | +16.6% | +18.7% |
| 6M | +24.7% | +5.6% | +19.1% | +17.2% |
| YTD | +33.9% | -19.2% | +53.1% | +35.4% |
| 1Y | +34.7% | -25.1% | +59.8% | +38.5% |
| 3Y | +15.3% | +87.7% | -72.4% | -15.0% |
| 5Y | -39.3% | +32.0% | -71.3% | -51.4% |
| 10Y | +2.5% | +157.8% | -155.3% | -33.2% |
| All | +95.8% | +869.7% | -773.8% | +7.5% |
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 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