+528.7%
WDC vs SWK
-25.5%
+554.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.3% |
| 7D | -28.0% | +11.0% | -39.0% | -31.7% |
| 30D | -34.9% | +30.1% | -65.0% | -42.8% |
| 3M | -41.6% | +14.7% | -56.2% | -45.8% |
| 6M | -45.4% | +44.5% | -89.9% | -54.7% |
| YTD | +53.3% | +59.4% | -6.1% | +20.2% |
| 1Y | +61.5% | +77.5% | -16.0% | +20.3% |
| 3Y | +712.3% | +49.5% | +662.9% | +518.7% |
| All | +528.7% | -25.5% | +554.2% | +565.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling