+45.7%
SWK vs WETO
-99.8%
+145.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.0% | -8.7% | -0.7% |
| 7D | -2.3% | -25.4% | +23.1% | -2.4% |
| 30D | +30.4% | -36.5% | +66.9% | +30.2% |
| 3M | +12.1% | -85.6% | +97.7% | +12.0% |
| 6M | +49.1% | -98.7% | +147.8% | +50.5% |
| YTD | +60.4% | -99.2% | +159.7% | +62.4% |
| 1Y | +78.3% | -99.4% | +177.7% | +81.1% |
| All | +45.7% | -99.8% | +145.6% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling