+62.7%
SWK vs WOLF
+13.1%
+49.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -10.7% | +8.1% | -1.8% |
| 7D | +11.3% | -18.4% | +29.7% | +12.7% |
| 30D | +28.1% | -36.0% | +64.1% | +31.8% |
| 3M | +12.6% | -19.2% | +31.8% | +13.2% |
| 6M | +51.7% | -44.4% | +96.1% | +53.5% |
| YTD | +60.0% | +16.9% | +43.0% | +50.8% |
| 1Y | +72.7% | +0.5% | +72.1% | +62.8% |
| All | +62.7% | +13.1% | +49.6% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling