+51.0%
SWKS vs GWRE
+170.6%
-119.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.6% | +2.3% |
| 7D | +10.9% | -4.4% | +15.2% | +12.5% |
| 30D | +17.6% | -3.5% | +21.1% | +18.1% |
| 3M | +29.2% | -7.6% | +36.8% | +27.3% |
| 6M | +37.0% | +21.8% | +15.2% | +16.7% |
| YTD | +44.9% | -20.4% | +65.3% | +45.0% |
| 1Y | +33.8% | -27.6% | +61.4% | +39.7% |
| 3Y | +10.2% | +75.7% | -65.4% | -33.3% |
| 5Y | -37.0% | +27.8% | -64.8% | -56.1% |
| All | +51.0% | +170.6% | -119.6% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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