+28.7%
SWK vs WU
-36.0%
+64.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.7% |
| 7D | +11.0% | +11.7% | -0.7% | +4.4% |
| 30D | +30.1% | +12.6% | +17.5% | +21.7% |
| 3M | +14.7% | -0.5% | +15.2% | +14.3% |
| 6M | +44.5% | -18.2% | +62.7% | +57.4% |
| YTD | +59.4% | -19.0% | +78.4% | +73.2% |
| 1Y | +77.5% | -16.7% | +94.2% | +89.4% |
| 3Y | +49.5% | -21.0% | +70.5% | +62.0% |
| 5Y | -24.9% | -41.7% | +16.8% | -5.9% |
| All | +28.7% | -36.0% | +64.8% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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