-25.3%
SWK vs WING
+4.1%
-29.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | +11.0% | +9.0% | +2.0% | +9.5% |
| 30D | +30.1% | +39.9% | -9.9% | +22.7% |
| 3M | +14.7% | +40.4% | -25.8% | +7.4% |
| 6M | +44.5% | +12.9% | +31.6% | +39.9% |
| YTD | +59.4% | -31.1% | +90.5% | +66.4% |
| 1Y | +77.5% | -32.7% | +110.2% | +85.7% |
| 3Y | +49.5% | -19.8% | +69.3% | +41.6% |
| All | -25.3% | +4.1% | -29.3% | -35.7% |
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