+12.6%
WBD vs SWK
+2.4%
+10.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | -1.8% | -0.4% | -1.4% | -1.6% |
| 30D | +8.8% | -5.7% | +14.5% | +11.7% |
| 3M | +4.6% | +24.1% | -19.4% | -6.9% |
| 6M | +1.1% | +24.7% | -23.6% | -11.4% |
| YTD | -2.0% | +33.9% | -35.9% | -17.8% |
| 1Y | +140.0% | +34.7% | +105.3% | +99.4% |
| 3Y | +144.4% | +15.3% | +129.1% | +113.4% |
| 5Y | -0.2% | -39.3% | +39.1% | +12.4% |
| All | +12.6% | +2.4% | +10.2% | -3.2% |
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