+20.8%
SWK vs WY
+3.1%
+17.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -2.3% | -5.1% | +2.8% | +1.3% |
| 30D | +30.4% | +9.0% | +21.4% | +22.8% |
| 3M | +12.1% | -16.7% | +28.8% | +27.3% |
| 6M | +49.1% | -10.3% | +59.3% | +59.6% |
| YTD | +60.4% | -10.5% | +71.0% | +71.4% |
| 1Y | +78.3% | -5.9% | +84.2% | +83.8% |
| 3Y | +53.3% | -24.7% | +78.0% | +86.6% |
| 5Y | -27.0% | -31.5% | +4.6% | -5.5% |
| 10Y | +20.8% | +4.7% | +16.1% | +10.9% |
| All | +20.8% | +3.1% | +17.7% | +10.9% |
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