+65.9%
WBD vs SWK
+200.4%
-134.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.7% | +3.5% | +4.9% |
| 7D | +23.2% | +8.3% | +14.9% | +18.6% |
| 30D | +14.4% | +13.0% | +1.3% | +7.5% |
| 3M | -8.7% | -9.6% | +0.9% | -4.2% |
| 6M | -8.3% | +4.7% | -12.9% | -10.9% |
| YTD | +24.2% | +21.7% | +2.4% | +12.0% |
| 1Y | -1.7% | +28.9% | -30.5% | -13.8% |
| 3Y | -44.3% | -44.6% | +0.4% | -29.1% |
| 5Y | -63.6% | -19.5% | -44.1% | -63.9% |
| 10Y | -73.8% | +39.9% | -113.7% | -80.9% |
| All | +65.9% | +200.4% | -134.5% | -24.3% |
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 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