+724.2%
WDC vs SWK
+46.5%
+677.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -2.6% | -14.8% | -16.4% |
| 7D | -32.3% | +11.3% | -43.6% | -35.3% |
| 30D | -34.9% | +28.1% | -63.0% | -41.3% |
| 3M | -48.4% | +12.6% | -61.0% | -51.1% |
| 6M | -42.4% | +51.7% | -94.2% | -51.9% |
| YTD | +55.5% | +60.0% | -4.4% | +25.8% |
| 1Y | +67.5% | +72.7% | -5.2% | +31.5% |
| All | +724.2% | +46.5% | +677.7% | +566.6% |
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