+1,501.0%
SWK vs WST
+14,250.0%
-12,749.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.4% | -1.3% |
| 7D | +11.3% | -5.8% | +17.1% | +13.5% |
| 30D | +28.1% | +5.3% | +22.8% | +25.9% |
| 3M | +12.6% | +11.8% | +0.8% | +8.4% |
| 6M | +51.7% | +26.7% | +25.0% | +39.6% |
| YTD | +60.0% | +43.0% | +17.0% | +40.4% |
| 1Y | +72.7% | +38.9% | +33.8% | +53.0% |
| 3Y | +46.3% | +18.2% | +28.1% | +24.7% |
| 5Y | -24.6% | -1.5% | -23.1% | -33.3% |
| 10Y | +32.2% | +439.0% | -406.7% | -38.3% |
| All | +1,501.0% | +14,250.0% | -12,749.0% | +178.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling