+15.5%
SWK vs WETO
-99.4%
+115.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.1% | +2.8% | -2.3% |
| 7D | -4.6% | -38.7% | +34.1% | -4.9% |
| 30D | -9.9% | -51.3% | +41.4% | -9.4% |
| 3M | +15.4% | -97.8% | +113.3% | +18.4% |
| 6M | +25.0% | -94.8% | +119.7% | +25.9% |
| YTD | +27.2% | -97.2% | +124.4% | +29.7% |
| 1Y | +24.6% | -98.9% | +123.5% | +29.3% |
| All | +15.5% | -99.4% | +115.0% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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