+471.8%
WELL vs SWKS
+31.8%
+440.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | +2.7% | -3.1% | +5.8% | +3.3% |
| 30D | +9.8% | +8.3% | +1.5% | +8.0% |
| 3M | +5.8% | +20.2% | -14.5% | +0.9% |
| 6M | +16.2% | +24.9% | -8.7% | +8.4% |
| YTD | +34.9% | +33.2% | +1.7% | +22.8% |
| 1Y | +31.0% | +23.6% | +7.4% | +21.2% |
| 3Y | +205.4% | +1.3% | +204.2% | +179.8% |
| 5Y | +220.8% | -40.6% | +261.4% | +234.1% |
| 10Y | +471.8% | +35.3% | +436.5% | +367.4% |
| All | +471.8% | +31.8% | +440.0% | +367.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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