+142.7%
WBD vs SWK
+15.2%
+127.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.1% |
| 6M | +1.1% | +24.7% | -23.6% | -11.5% |
| YTD | -2.0% | +33.9% | -35.9% | -18.6% |
| 1Y | +140.0% | +34.7% | +105.3% | +97.4% |
| All | +142.7% | +15.2% | +127.5% | +102.0% |
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