+10,177.4%
WDC vs SWK
+1,542.3%
+8,635.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -2.6% | -14.8% | -16.0% |
| 7D | -32.3% | +11.3% | -43.6% | -36.6% |
| 30D | -34.9% | +28.1% | -63.0% | -43.6% |
| 3M | -48.4% | +12.6% | -61.0% | -52.3% |
| 6M | -42.4% | +51.7% | -94.2% | -54.7% |
| YTD | +55.5% | +60.0% | -4.4% | +17.8% |
| 1Y | +67.5% | +72.7% | -5.2% | +21.5% |
| 3Y | +727.3% | +46.3% | +681.0% | +517.8% |
| 5Y | +533.3% | -24.6% | +558.0% | +548.6% |
| 10Y | +627.0% | +32.2% | +594.7% | +449.0% |
| All | +10,177.4% | +1,542.3% | +8,635.1% | +1,689.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling