+194.7%
WELL vs SWKS
-0.7%
+195.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.2% |
| 7D | +4.4% | -6.2% | +10.6% | +4.6% |
| 30D | +10.8% | -1.5% | +12.3% | +10.8% |
| 3M | +4.2% | +23.0% | -18.8% | +3.4% |
| 6M | +14.0% | +27.6% | -13.6% | +12.6% |
| YTD | +33.4% | +32.3% | +1.1% | +31.2% |
| 1Y | +32.4% | +20.1% | +12.3% | +31.0% |
| 3Y | +194.7% | +0.6% | +194.1% | +175.9% |
| All | +194.7% | -0.7% | +195.4% | +175.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling