-54.2%
W vs SWK
-25.5%
-28.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.1% |
| 7D | -3.6% | +11.0% | -14.6% | -13.9% |
| 30D | +7.0% | +30.1% | -23.1% | -19.3% |
| 3M | +7.4% | +14.7% | -7.3% | -8.0% |
| 6M | +69.3% | +44.5% | +24.8% | +15.8% |
| YTD | +11.3% | +59.4% | -48.1% | -34.3% |
| 1Y | +13.2% | +77.5% | -64.3% | -41.2% |
| 3Y | +142.0% | +49.5% | +92.6% | +54.2% |
| All | -54.2% | -25.5% | -28.8% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling