-24.5%
SWK vs WU
-42.0%
+17.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +3.0% |
| 7D | +10.7% | +9.1% | +1.6% | +6.0% |
| 30D | +33.3% | +12.1% | +21.2% | +26.0% |
| 3M | +14.7% | +0.3% | +14.3% | +13.9% |
| 6M | +48.5% | -19.1% | +67.7% | +61.7% |
| YTD | +63.9% | -19.2% | +83.1% | +77.3% |
| 1Y | +80.4% | -15.3% | +95.7% | +89.7% |
| 3Y | +58.1% | -21.3% | +79.4% | +70.9% |
| 5Y | -24.5% | -41.7% | +17.2% | -7.8% |
| All | -24.5% | -42.0% | +17.5% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling