+42.7%
SWK vs WETO
-99.9%
+142.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.2% |
| 7D | -1.4% | -39.7% | +38.3% | -1.6% |
| 30D | +25.5% | -26.7% | +52.2% | +25.4% |
| 3M | +11.8% | -83.1% | +94.9% | +11.7% |
| 6M | +48.7% | -98.8% | +147.5% | +50.1% |
| YTD | +57.2% | -99.3% | +156.5% | +59.0% |
| 1Y | +75.3% | -99.4% | +174.7% | +77.7% |
| All | +42.7% | -99.9% | +142.6% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling