+54.4%
WEC vs SWK
-25.4%
+79.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.5% |
| 7D | +3.2% | +11.3% | -8.0% | +2.0% |
| 30D | +14.7% | +28.1% | -13.4% | +11.7% |
| 3M | +10.2% | +12.6% | -2.3% | +8.7% |
| 6M | +4.5% | +51.7% | -47.2% | -0.3% |
| YTD | +15.1% | +60.0% | -44.9% | +8.8% |
| 1Y | +9.4% | +72.7% | -63.3% | +2.5% |
| 3Y | +56.9% | +46.3% | +10.6% | +47.8% |
| 5Y | +54.4% | -24.6% | +79.1% | +52.2% |
| All | +54.4% | -25.4% | +79.9% | +52.2% |
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 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