+28.7%
SWK vs WWD
+461.1%
-432.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -2.1% |
| 7D | +11.0% | +4.2% | +6.9% | +8.3% |
| 30D | +30.1% | -2.1% | +32.2% | +30.5% |
| 3M | +14.7% | -13.2% | +27.8% | +22.3% |
| 6M | +44.5% | -16.9% | +61.4% | +56.3% |
| YTD | +59.4% | +5.2% | +54.1% | +50.2% |
| 1Y | +77.5% | +20.6% | +56.9% | +54.5% |
| 3Y | +49.5% | +146.3% | -96.9% | -17.1% |
| 5Y | -24.9% | +171.3% | -196.2% | -61.8% |
| All | +28.7% | +461.1% | -432.3% | -55.6% |
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