-29.9%
SWK vs WCC
+139.9%
-169.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.8% |
| 7D | -1.4% | +9.9% | -11.3% | -4.9% |
| 30D | +25.5% | -8.4% | +33.9% | +27.7% |
| 3M | +11.8% | -10.3% | +22.1% | +14.1% |
| 6M | +48.7% | -10.5% | +59.2% | +50.7% |
| YTD | +57.2% | +32.2% | +25.0% | +34.7% |
| 1Y | +75.3% | +25.5% | +49.7% | +53.3% |
| 3Y | +51.9% | +134.7% | -82.7% | -2.2% |
| All | -29.9% | +139.9% | -169.8% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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