+22.4%
SWK vs WY
0.0%
+22.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | +0.3% |
| 7D | +11.3% | +0.2% | +11.1% | +11.4% |
| 30D | +31.5% | +8.0% | +23.5% | +24.6% |
| 3M | +14.4% | -17.7% | +32.1% | +31.0% |
| 6M | +46.4% | -10.8% | +57.2% | +57.4% |
| YTD | +61.6% | -10.6% | +72.2% | +72.7% |
| 1Y | +78.7% | -5.7% | +84.5% | +84.0% |
| 3Y | +54.4% | -24.8% | +79.2% | +88.0% |
| 5Y | -25.3% | -31.7% | +6.4% | -3.2% |
| 10Y | +22.4% | +2.9% | +19.5% | +12.9% |
| All | +22.4% | 0.0% | +22.4% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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