-25.3%
SWK vs WWD
+170.1%
-195.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -1.8% |
| 7D | +11.0% | +4.2% | +6.9% | +8.8% |
| 30D | +30.1% | -2.1% | +32.2% | +30.4% |
| 3M | +14.7% | -13.2% | +27.8% | +20.9% |
| 6M | +44.5% | -16.9% | +61.4% | +54.2% |
| YTD | +59.4% | +5.2% | +54.1% | +52.2% |
| 1Y | +77.5% | +20.6% | +56.9% | +58.9% |
| 3Y | +49.5% | +146.3% | -96.9% | -9.3% |
| All | -25.3% | +170.1% | -195.4% | -59.1% |
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