+130.1%
WDAY vs SWK
+26.9%
+103.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | -4.6% | +11.3% | -15.9% | -8.2% |
| 30D | +1.2% | +31.5% | -30.2% | -7.9% |
| 3M | +2.6% | +14.4% | -11.9% | -2.5% |
| 6M | +47.8% | +46.4% | +1.3% | +28.1% |
| YTD | -12.1% | +61.6% | -73.6% | -27.6% |
| 1Y | -17.1% | +78.7% | -95.9% | -34.5% |
| 3Y | -17.9% | +54.4% | -72.3% | -35.5% |
| 5Y | -35.1% | -25.3% | -9.8% | -33.8% |
| 10Y | +130.1% | +22.4% | +107.7% | +54.9% |
| All | +130.1% | +26.9% | +103.2% | +54.9% |
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