+18.2%
SWK vs WETO
-99.4%
+117.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | +0.1% | -57.2% | +57.4% | -0.4% |
| 30D | -8.9% | -48.8% | +39.9% | -8.4% |
| 3M | +20.5% | -97.7% | +118.2% | +23.6% |
| 6M | +27.1% | -94.3% | +121.4% | +28.0% |
| YTD | +30.2% | -97.0% | +127.2% | +32.7% |
| 1Y | +24.8% | -98.9% | +123.7% | +29.6% |
| All | +18.2% | -99.4% | +117.6% | +29.2% |
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 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