-51.2%
SWKS vs GWRE
+22.2%
-73.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.8% | +9.7% | +3.8% |
| 7D | +11.8% | -25.6% | +37.4% | +19.3% |
| 30D | +6.7% | -12.2% | +18.9% | +8.3% |
| 3M | 0.0% | +17.7% | -17.7% | -8.1% |
| 6M | +38.7% | -11.3% | +50.1% | +37.4% |
| YTD | +21.4% | -25.5% | +46.9% | +27.1% |
| 1Y | +2.9% | -42.8% | +45.7% | +19.3% |
| 3Y | -16.4% | +59.0% | -75.4% | -44.1% |
| 5Y | -51.2% | +21.6% | -72.8% | -65.4% |
| All | -51.2% | +22.2% | -73.3% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling