+712.3%
WDC vs SWK
+46.0%
+666.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.3% |
| 7D | -28.0% | +11.0% | -39.0% | -31.1% |
| 30D | -34.9% | +30.1% | -65.0% | -41.7% |
| 3M | -41.6% | +14.7% | -56.2% | -45.1% |
| 6M | -45.4% | +44.5% | -89.9% | -53.4% |
| YTD | +53.3% | +59.4% | -6.1% | +24.2% |
| 1Y | +61.5% | +77.5% | -16.0% | +25.5% |
| 3Y | +712.3% | +49.5% | +662.9% | +557.9% |
| All | +712.3% | +46.0% | +666.4% | +557.9% |
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 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