+42.4%
SWK vs WETO
-99.8%
+142.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -2.3% |
| 7D | -2.0% | -25.4% | +23.4% | -2.1% |
| 30D | +24.6% | -35.8% | +60.4% | +24.4% |
| 3M | +10.8% | -84.6% | +95.4% | +10.7% |
| 6M | +46.1% | -98.8% | +144.9% | +47.5% |
| YTD | +56.8% | -99.3% | +156.1% | +58.7% |
| 1Y | +72.7% | -99.4% | +172.1% | +75.3% |
| All | +42.4% | -99.8% | +142.3% | +54.4% |
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