+189.4%
WEC vs SWK
+26.9%
+162.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | +1.4% | +11.3% | -9.9% | -0.3% |
| 30D | +12.8% | +31.5% | -18.7% | +8.3% |
| 3M | +11.2% | +14.4% | -3.2% | +8.8% |
| 6M | +6.6% | +46.4% | -39.8% | +0.3% |
| YTD | +13.8% | +61.6% | -47.8% | +5.1% |
| 1Y | +7.6% | +78.7% | -71.1% | -2.3% |
| 3Y | +62.2% | +54.4% | +7.8% | +47.3% |
| 5Y | +52.0% | -25.3% | +77.3% | +53.5% |
| 10Y | +189.4% | +22.4% | +167.0% | +146.2% |
| All | +189.4% | +26.9% | +162.5% | +146.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling