+66.7%
SWK vs WOLF
+45.1%
+21.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.8% | -7.0% | +2.1% |
| 7D | +10.7% | +25.3% | -14.6% | +8.8% |
| 30D | +33.3% | -14.7% | +48.0% | +34.3% |
| 3M | +14.7% | -20.5% | +35.2% | +15.6% |
| 6M | +48.5% | -43.9% | +92.5% | +50.6% |
| YTD | +63.9% | +50.0% | +13.9% | +51.7% |
| 1Y | +80.4% | +45.5% | +34.9% | +66.4% |
| All | +66.7% | +45.1% | +21.6% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 10y: compounded portfolio wealth divided by compounded WOLF 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…
10y analysis · Full analysis span regression · 6 months rolling