-7.9%
SHW vs SWKS
+4.6%
-12.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | +0.1% |
| 7D | -3.2% | +12.5% | -15.7% | -4.4% |
| 30D | -9.5% | +10.5% | -20.0% | -10.5% |
| 3M | +11.5% | -7.4% | +18.9% | +11.3% |
| 6M | -3.5% | +32.7% | -36.2% | -9.2% |
| YTD | +3.7% | +19.2% | -15.4% | -0.6% |
| 1Y | -7.9% | +2.4% | -10.3% | -9.1% |
| All | -7.9% | +4.6% | -12.5% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling