+334.5%
SWKS vs GWRE
+869.7%
-535.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -19.9% | +23.5% | +10.8% |
| 7D | +12.5% | -21.1% | +33.6% | +20.8% |
| 30D | +10.5% | +1.3% | +9.2% | +7.6% |
| 3M | -7.4% | +7.4% | -14.8% | -13.5% |
| 6M | +32.7% | +5.6% | +27.1% | +21.5% |
| YTD | +19.2% | -19.2% | +38.4% | +20.4% |
| 1Y | +2.4% | -25.1% | +27.5% | +5.4% |
| 3Y | -25.6% | +87.7% | -113.3% | -52.3% |
| 5Y | -53.4% | +32.0% | -85.5% | -65.9% |
| 10Y | +23.2% | +157.8% | -134.6% | -33.2% |
| All | +334.5% | +869.7% | -535.2% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling