+3.3%
SWK vs WCN
+236.2%
-232.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.5% |
| 7D | -0.4% | -0.6% | +0.2% | -0.1% |
| 30D | -5.7% | +0.4% | -6.2% | -6.0% |
| 3M | +24.1% | +7.3% | +16.7% | +18.5% |
| 6M | +24.7% | -2.5% | +27.2% | +24.8% |
| YTD | +33.9% | -5.4% | +39.3% | +36.0% |
| 1Y | +34.7% | -8.5% | +43.1% | +39.2% |
| 3Y | +15.3% | +20.8% | -5.5% | -5.6% |
| 5Y | -39.3% | +30.0% | -69.3% | -54.3% |
| All | +3.3% | +236.2% | -232.9% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling