+583.6%
WDC vs SWK
+29.6%
+554.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.2% |
| 7D | -28.0% | +11.0% | -39.0% | -32.9% |
| 30D | -34.9% | +30.1% | -65.0% | -44.9% |
| 3M | -41.6% | +14.7% | -56.2% | -47.1% |
| 6M | -45.4% | +44.5% | -89.9% | -57.0% |
| YTD | +53.3% | +59.4% | -6.1% | +12.4% |
| 1Y | +61.5% | +77.5% | -16.0% | +10.9% |
| 3Y | +712.3% | +49.5% | +662.9% | +471.4% |
| 5Y | +524.2% | -24.9% | +549.1% | +563.8% |
| All | +583.6% | +29.6% | +554.0% | +403.4% |
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