+145.6%
W vs SWK
+2.4%
+143.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.7% |
| 7D | -4.2% | -0.4% | -3.7% | -3.7% |
| 30D | -7.6% | -5.7% | -1.8% | -2.5% |
| 3M | +37.2% | +24.1% | +13.1% | +14.4% |
| 6M | +26.3% | +24.7% | +1.6% | +3.5% |
| YTD | -1.0% | +33.9% | -34.9% | -25.0% |
| 1Y | +20.1% | +34.7% | -14.6% | -10.4% |
| 3Y | +37.8% | +15.3% | +22.5% | +23.6% |
| 5Y | -63.7% | -39.3% | -24.4% | -45.8% |
| All | +145.6% | +2.4% | +143.2% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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