+22.2%
SWK vs WY
+5.0%
+17.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -1.0% |
| 7D | -1.4% | -0.8% | -0.6% | -0.8% |
| 30D | +25.5% | +10.1% | +15.3% | +17.3% |
| 3M | +11.8% | -15.4% | +27.2% | +25.5% |
| 6M | +48.7% | -8.3% | +57.0% | +56.7% |
| YTD | +57.2% | -9.8% | +67.0% | +67.0% |
| 1Y | +75.3% | -3.9% | +79.2% | +77.9% |
| 3Y | +51.9% | -23.3% | +75.3% | +82.7% |
| 5Y | -30.7% | -31.2% | +0.5% | -10.7% |
| All | +22.2% | +5.0% | +17.1% | +9.6% |
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