+417.4%
SWK vs WCN
+7,983.1%
-7,565.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +11.3% | +5.5% | +5.7% | +9.6% |
| 30D | +28.1% | +24.2% | +3.9% | +20.2% |
| 3M | +12.6% | +17.0% | -4.4% | +7.4% |
| 6M | +51.7% | +22.3% | +29.4% | +42.4% |
| YTD | +60.0% | +10.2% | +49.7% | +54.1% |
| 1Y | +72.7% | +16.5% | +56.2% | +63.6% |
| 3Y | +46.3% | +47.1% | -0.8% | +27.8% |
| 5Y | -24.6% | +47.9% | -72.5% | -34.6% |
| 10Y | +32.2% | +316.7% | -284.5% | -12.1% |
| All | +417.4% | +7,983.1% | -7,565.8% | +123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling