+1,240.6%
SWK vs WY
+688.1%
+552.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | -0.4% | -1.7% | +1.3% | +0.4% |
| 30D | -5.7% | -10.1% | +4.4% | -0.6% |
| 3M | +24.1% | -5.1% | +29.2% | +27.0% |
| 6M | +24.7% | -4.8% | +29.5% | +27.5% |
| YTD | +33.9% | -0.2% | +34.2% | +33.5% |
| 1Y | +34.7% | -6.6% | +41.3% | +38.8% |
| 3Y | +15.3% | -22.7% | +38.0% | +31.9% |
| 5Y | -39.3% | -22.2% | -17.1% | -30.6% |
| 10Y | +2.5% | +7.3% | -4.8% | -3.2% |
| All | +1,240.6% | +688.1% | +552.5% | +451.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling