+4.2%
WBD vs SWK
-38.5%
+42.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +1.0% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +5.0% | -8.9% | +13.9% | +10.0% |
| 3M | +6.2% | +20.5% | -14.3% | -5.1% |
| 6M | +0.6% | +27.1% | -26.5% | -14.0% |
| YTD | -2.4% | +30.2% | -32.6% | -18.7% |
| 1Y | +127.7% | +24.8% | +102.9% | +93.2% |
| 3Y | +148.4% | +16.3% | +132.1% | +110.3% |
| 5Y | +4.2% | -40.1% | +44.3% | +21.1% |
| All | +4.2% | -38.5% | +42.7% | +21.1% |
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