+20.8%
SWK vs WCN
+309.3%
-288.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | -2.3% | +0.4% | -2.7% | -2.5% |
| 30D | +30.4% | +25.3% | +5.1% | +15.0% |
| 3M | +12.1% | +15.4% | -3.3% | +3.4% |
| 6M | +49.1% | +27.8% | +21.2% | +28.8% |
| YTD | +60.4% | +10.6% | +49.9% | +49.3% |
| 1Y | +78.3% | +15.8% | +62.5% | +61.0% |
| 3Y | +53.3% | +50.3% | +3.0% | +10.0% |
| 5Y | -27.0% | +46.9% | -73.9% | -48.2% |
| 10Y | +20.8% | +318.8% | -297.9% | -52.1% |
| All | +20.8% | +309.3% | -288.5% | -52.1% |
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