+236.9%
W vs SWK
+30.0%
+206.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.6% | -5.7% | -5.9% |
| 7D | -5.6% | +11.3% | -16.9% | -14.4% |
| 30D | +7.5% | +28.1% | -20.6% | -14.3% |
| 3M | +5.4% | +12.6% | -7.2% | -6.0% |
| 6M | +79.4% | +51.7% | +27.7% | +24.4% |
| YTD | +12.9% | +60.0% | -47.0% | -27.6% |
| 1Y | +12.4% | +72.7% | -60.3% | -33.3% |
| 3Y | +128.5% | +46.3% | +82.2% | +64.3% |
| 5Y | -54.0% | -24.6% | -29.3% | -43.6% |
| All | +236.9% | +30.0% | +206.9% | +133.9% |
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