+32.1%
WAT vs SWK
-25.4%
+57.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -2.1% |
| 7D | -5.6% | +11.3% | -16.9% | -9.7% |
| 30D | +3.8% | +28.1% | -24.3% | -6.0% |
| 3M | +13.3% | +12.6% | +0.7% | +7.6% |
| 6M | +32.2% | +51.7% | -19.5% | +11.0% |
| YTD | +19.3% | +60.0% | -40.7% | -2.7% |
| 1Y | +21.8% | +72.7% | -50.9% | -3.8% |
| 3Y | +73.9% | +46.3% | +27.6% | +41.6% |
| 5Y | +32.1% | -24.6% | +56.7% | +26.3% |
| All | +32.1% | -25.4% | +57.5% | +26.3% |
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