+62.1%
SWK vs WOLF
+32.2%
+29.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +16.8% | -17.2% | -1.5% |
| 7D | +11.0% | +8.2% | +2.8% | +10.3% |
| 30D | +30.1% | -24.2% | +54.2% | +32.1% |
| 3M | +14.7% | -13.8% | +28.4% | +14.7% |
| 6M | +44.5% | -44.8% | +89.3% | +46.5% |
| YTD | +59.4% | +36.6% | +22.7% | +48.5% |
| 1Y | +77.5% | +27.6% | +50.0% | +65.0% |
| All | +62.1% | +32.2% | +29.9% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling