+3,978.4%
WEC vs SWK
+1,275.2%
+2,703.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -0.3% | -0.4% | +0.2% | -0.2% |
| 30D | -1.3% | -5.7% | +4.4% | -0.5% |
| 3M | -3.9% | +24.1% | -28.0% | -7.2% |
| 6M | -8.3% | +24.7% | -33.0% | -11.8% |
| YTD | +3.1% | +33.9% | -30.9% | -2.1% |
| 1Y | +1.9% | +34.7% | -32.7% | -3.6% |
| 3Y | +41.9% | +15.3% | +26.6% | +34.7% |
| 5Y | +30.8% | -39.3% | +70.1% | +34.4% |
| 10Y | +141.9% | +2.5% | +139.4% | +119.0% |
| All | +3,978.4% | +1,275.2% | +2,703.3% | +2,347.5% |
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 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