-36.7%
SWK vs WING
-34.0%
-2.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -0.4% | -3.9% | +3.4% | +0.2% |
| 30D | -5.7% | -11.6% | +5.9% | -4.0% |
| 3M | +24.1% | -24.2% | +48.3% | +29.3% |
| 6M | +24.7% | -54.1% | +78.8% | +40.6% |
| YTD | +33.9% | -53.9% | +87.8% | +49.7% |
| 1Y | +34.7% | -64.4% | +99.0% | +56.6% |
| 3Y | +15.3% | -30.2% | +45.5% | +11.8% |
| All | -36.7% | -34.0% | -2.7% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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