+1,092.3%
SWK vs WWD
+15,408.5%
-14,316.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | -0.4% | +1.3% | -1.7% | -0.9% |
| 30D | -5.7% | -7.2% | +1.4% | -3.2% |
| 3M | +24.1% | -3.8% | +27.9% | +25.2% |
| 6M | +24.7% | -9.9% | +34.6% | +28.7% |
| YTD | +33.9% | +14.8% | +19.1% | +25.9% |
| 1Y | +34.7% | +42.1% | -7.4% | +16.5% |
| 3Y | +15.3% | +170.8% | -155.5% | -23.2% |
| 5Y | -39.3% | +197.5% | -236.8% | -61.5% |
| 10Y | +2.5% | +477.8% | -475.3% | -49.5% |
| All | +1,092.3% | +15,408.5% | -14,316.2% | +214.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling