+49.5%
SWK vs WTW
+44.3%
+5.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.2% |
| 7D | +11.0% | +1.4% | +9.7% | +10.7% |
| 30D | +30.1% | +13.1% | +16.9% | +26.4% |
| 3M | +14.7% | -3.0% | +17.6% | +15.3% |
| 6M | +44.5% | +31.2% | +13.3% | +35.1% |
| YTD | +59.4% | +1.1% | +58.3% | +60.4% |
| 1Y | +77.5% | +3.4% | +74.1% | +76.8% |
| 3Y | +49.5% | +44.7% | +4.7% | +44.0% |
| All | +49.5% | +44.3% | +5.2% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling