+50.2%
SWK vs WING
+676.5%
-626.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +3.7% | +9.4% | +12.4% |
| 7D | +17.9% | +21.0% | -3.1% | +13.6% |
| 30D | +31.9% | +56.9% | -24.9% | +20.3% |
| 3M | +16.6% | +38.4% | -21.8% | +8.2% |
| 6M | +61.1% | +12.0% | +49.1% | +54.9% |
| YTD | +64.2% | -29.2% | +93.5% | +70.9% |
| 1Y | +85.2% | -28.8% | +114.0% | +92.1% |
| 3Y | +50.2% | -17.8% | +68.0% | +42.2% |
| 5Y | -22.8% | +8.5% | -31.3% | -34.5% |
| 10Y | +35.8% | +705.3% | -669.5% | -26.4% |
| All | +50.2% | +676.5% | -626.3% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling