+0.8%
SWK vs WTW
+192.5%
-191.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -1.2% |
| 7D | +0.1% | -2.7% | +2.9% | +1.7% |
| 30D | -8.9% | -5.6% | -3.3% | -6.0% |
| 3M | +20.5% | +26.5% | -6.0% | +4.3% |
| 6M | +27.1% | +8.1% | +19.0% | +19.1% |
| YTD | +30.2% | -0.3% | +30.5% | +26.9% |
| 1Y | +24.8% | -0.9% | +25.6% | +21.7% |
| 3Y | +16.3% | +66.6% | -50.3% | -21.8% |
| 5Y | -40.1% | +54.0% | -94.1% | -58.1% |
| 10Y | +0.8% | +198.1% | -197.4% | -52.4% |
| All | +0.8% | +192.5% | -191.7% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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