+209.7%
WELL vs SWK
+15.2%
+194.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -2.9% | -2.1% |
| 7D | -0.8% | -0.4% | -0.3% | -0.8% |
| 30D | -0.1% | -5.7% | +5.6% | +0.2% |
| 3M | +18.0% | +24.1% | -6.0% | +16.5% |
| 6M | +15.0% | +24.7% | -9.7% | +13.3% |
| YTD | +28.6% | +33.9% | -5.3% | +26.2% |
| 1Y | +42.9% | +34.7% | +8.2% | +40.0% |
| All | +209.7% | +15.2% | +194.5% | +211.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling