+928.6%
WDC vs SWK
-38.7%
+967.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.9% | +5.0% | +5.4% |
| 7D | +1.7% | -0.4% | +2.2% | +2.0% |
| 30D | -10.0% | -5.7% | -4.2% | -7.5% |
| 3M | -18.8% | +24.1% | -42.8% | -27.0% |
| 6M | +79.0% | +24.7% | +54.3% | +59.7% |
| YTD | +171.6% | +33.9% | +137.6% | +132.8% |
| 1Y | +417.4% | +34.7% | +382.7% | +338.4% |
| 3Y | +1,251.8% | +15.3% | +1,236.5% | +1,075.8% |
| All | +928.6% | -38.7% | +967.3% | +1,089.5% |
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