+290.3%
SWK vs WU
-22.0%
+312.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.8% |
| 7D | -2.3% | +2.1% | -4.4% | -3.6% |
| 30D | +30.4% | +10.1% | +20.3% | +24.2% |
| 3M | +12.1% | -1.1% | +13.3% | +12.2% |
| 6M | +49.1% | -19.8% | +68.9% | +62.4% |
| YTD | +60.4% | -20.8% | +81.2% | +74.8% |
| 1Y | +78.3% | -15.1% | +93.4% | +87.5% |
| 3Y | +53.3% | -23.2% | +76.5% | +67.8% |
| 5Y | -27.0% | -42.6% | +15.7% | -9.7% |
| 10Y | +20.8% | -38.9% | +59.7% | +42.9% |
| All | +290.3% | -22.0% | +312.3% | +289.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling