+428.4%
SWKS vs GWRE
+855.3%
-426.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +27.4% |
| 6M | +37.0% | +21.8% | +15.2% | +17.4% |
| YTD | +44.9% | -20.4% | +65.3% | +44.0% |
| 1Y | +33.8% | -27.6% | +61.4% | +38.2% |
| 3Y | +10.2% | +75.7% | -65.4% | -28.4% |
| 5Y | -37.0% | +27.8% | -64.8% | -54.2% |
| 10Y | +50.0% | +172.4% | -122.3% | -22.0% |
| All | +428.4% | +855.3% | -426.8% | +100.8% |
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