+11.5%
SWKS vs GWRE
+74.3%
-62.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +9.4% | -2.0% | +11.4% | +9.6% |
| 30D | +17.0% | -4.1% | +21.0% | +17.1% |
| 3M | +28.9% | -13.4% | +42.3% | +29.7% |
| 6M | +33.1% | +26.0% | +7.2% | +25.2% |
| YTD | +44.8% | -21.3% | +66.1% | +48.1% |
| 1Y | +36.2% | -27.5% | +63.7% | +42.0% |
| 3Y | +11.5% | +72.7% | -61.2% | -7.2% |
| All | +11.5% | +74.3% | -62.8% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling