-24.6%
SWK vs WWD
+170.7%
-195.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.0% | +3.4% | -0.1% |
| 7D | +11.3% | -2.6% | +13.8% | +12.1% |
| 30D | +28.1% | -7.7% | +35.8% | +31.8% |
| 3M | +12.6% | -17.7% | +30.3% | +21.5% |
| 6M | +51.7% | -15.9% | +67.6% | +61.0% |
| YTD | +60.0% | +1.8% | +58.2% | +54.9% |
| 1Y | +72.7% | +17.4% | +55.3% | +56.3% |
| 3Y | +46.3% | +137.1% | -90.8% | -9.6% |
| 5Y | -24.6% | +162.4% | -187.0% | -57.8% |
| All | -24.6% | +170.7% | -195.3% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling