+1,323.9%
SWK vs WWD
+13,645.2%
-12,321.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.0% | +3.4% | -0.4% |
| 7D | +11.3% | -2.6% | +13.8% | +12.1% |
| 30D | +28.1% | -7.7% | +35.8% | +31.3% |
| 3M | +12.6% | -17.7% | +30.3% | +20.3% |
| 6M | +51.7% | -15.9% | +67.6% | +60.0% |
| YTD | +60.0% | +1.8% | +58.2% | +56.4% |
| 1Y | +72.7% | +17.4% | +55.3% | +59.7% |
| 3Y | +46.3% | +137.1% | -90.8% | +1.8% |
| 5Y | -24.6% | +162.4% | -187.0% | -50.0% |
| 10Y | +32.2% | +452.5% | -420.2% | -33.7% |
| All | +1,323.9% | +13,645.2% | -12,321.3% | +290.4% |
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