+177.1%
W vs SWK
+53.8%
+123.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.4% |
| 7D | -7.4% | -2.3% | -5.1% | -5.0% |
| 30D | +7.8% | +30.4% | -22.6% | -17.8% |
| 3M | +10.9% | +12.1% | -1.3% | -1.9% |
| 6M | +86.4% | +49.1% | +37.4% | +25.9% |
| YTD | +14.0% | +60.4% | -46.5% | -31.4% |
| 1Y | +3.5% | +78.3% | -74.8% | -45.1% |
| All | +177.1% | +53.8% | +123.3% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling