+368.7%
SWK vs WTW
+1,174.9%
-806.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.9% |
| 7D | -0.4% | -2.6% | +2.2% | +0.8% |
| 30D | -5.7% | -1.0% | -4.7% | -5.4% |
| 3M | +24.1% | +29.9% | -5.8% | +9.1% |
| 6M | +24.7% | +10.7% | +14.0% | +16.9% |
| YTD | +33.9% | +2.6% | +31.4% | +29.3% |
| 1Y | +34.7% | +2.8% | +31.9% | +29.6% |
| 3Y | +15.3% | +67.3% | -52.0% | -13.5% |
| 5Y | -39.3% | +56.6% | -95.9% | -53.1% |
| 10Y | +2.5% | +204.1% | -201.6% | -41.0% |
| All | +368.7% | +1,174.9% | -806.2% | +106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling