+29.2%
SWK vs WST
+431.2%
-402.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.4% | -1.3% |
| 7D | +11.3% | -5.8% | +17.1% | +13.4% |
| 30D | +28.1% | +5.3% | +22.8% | +26.1% |
| 3M | +12.6% | +11.8% | +0.8% | +8.6% |
| 6M | +51.7% | +26.7% | +25.0% | +40.2% |
| YTD | +60.0% | +43.0% | +17.0% | +41.3% |
| 1Y | +72.7% | +38.9% | +33.8% | +53.9% |
| 3Y | +46.3% | +18.2% | +28.1% | +24.7% |
| 5Y | -24.6% | -1.5% | -23.1% | -33.7% |
| All | +29.2% | +431.2% | -402.0% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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