+20.8%
SWK vs WWD
+468.3%
-447.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.4% |
| 7D | -2.3% | +3.7% | -6.0% | -4.3% |
| 30D | +30.4% | +1.8% | +28.6% | +28.3% |
| 3M | +12.1% | -5.0% | +17.1% | +14.0% |
| 6M | +49.1% | -8.4% | +57.5% | +53.2% |
| YTD | +60.4% | +12.3% | +48.2% | +46.1% |
| 1Y | +78.3% | +26.2% | +52.1% | +51.5% |
| 3Y | +53.3% | +154.6% | -101.3% | -16.3% |
| 5Y | -27.0% | +195.3% | -222.2% | -64.5% |
| 10Y | +20.8% | +466.3% | -445.4% | -59.2% |
| All | +20.8% | +468.3% | -447.5% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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