+10,726.6%
WAT vs SWK
+798.0%
+9,928.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -1.3% | -0.4% | -0.8% | -1.1% |
| 30D | +2.3% | -5.7% | +8.1% | +4.5% |
| 3M | +8.7% | +24.1% | -15.3% | +0.1% |
| 6M | +28.3% | +24.7% | +3.6% | +17.6% |
| YTD | +7.8% | +33.9% | -26.2% | -4.1% |
| 1Y | +36.6% | +34.7% | +1.9% | +20.7% |
| 3Y | +45.7% | +15.3% | +30.4% | +32.9% |
| 5Y | -3.3% | -39.3% | +36.0% | +6.2% |
| 10Y | +162.1% | +2.5% | +159.6% | +125.7% |
| All | +10,726.6% | +798.0% | +9,928.6% | +4,714.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling