+225.8%
SWK vs WU
-19.6%
+245.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.4% |
| 7D | -0.4% | -0.8% | +0.4% | 0.0% |
| 30D | -5.7% | -1.1% | -4.6% | -5.4% |
| 3M | +24.1% | -3.9% | +27.9% | +24.0% |
| 6M | +24.7% | -20.7% | +45.4% | +36.8% |
| YTD | +33.9% | -18.4% | +52.3% | +44.3% |
| 1Y | +34.7% | -8.1% | +42.7% | +35.2% |
| 3Y | +15.3% | -24.2% | +39.4% | +26.6% |
| 5Y | -39.3% | -50.4% | +11.2% | -19.3% |
| 10Y | +2.5% | -40.0% | +42.5% | +22.3% |
| All | +225.8% | -19.6% | +245.4% | +221.5% |
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