+421.0%
WELL vs SWK
+29.6%
+391.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +4.4% | +11.0% | -6.6% | +1.0% |
| 30D | +10.8% | +30.1% | -19.2% | +2.1% |
| 3M | +4.2% | +14.7% | -10.4% | -0.5% |
| 6M | +14.0% | +44.5% | -30.5% | +0.7% |
| YTD | +33.4% | +59.4% | -26.0% | +13.0% |
| 1Y | +32.4% | +77.5% | -45.1% | +7.8% |
| 3Y | +194.7% | +49.5% | +145.3% | +137.6% |
| 5Y | +226.5% | -24.9% | +251.4% | +240.6% |
| All | +421.0% | +29.6% | +391.5% | +361.3% |
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