+289.1%
SWK vs WU
-18.6%
+307.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.5% | -9.1% | -5.8% |
| 7D | +11.3% | +13.0% | -1.8% | +4.7% |
| 30D | +28.1% | +14.3% | +13.8% | +19.7% |
| 3M | +12.6% | +0.1% | +12.5% | +12.0% |
| 6M | +51.7% | -17.7% | +69.4% | +63.2% |
| YTD | +60.0% | -17.3% | +77.3% | +70.7% |
| 1Y | +72.7% | -11.1% | +83.7% | +77.1% |
| 3Y | +46.3% | -19.8% | +66.1% | +56.9% |
| 5Y | -24.6% | -40.5% | +15.9% | -8.5% |
| 10Y | +32.2% | -33.7% | +65.9% | +50.4% |
| All | +289.1% | -18.6% | +307.7% | +280.5% |
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