+32.1%
SWKS vs ACWI
+219.0%
-186.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.3% |
| 7D | -6.2% | -2.4% | -3.8% | -2.9% |
| 30D | -1.5% | -5.2% | +3.7% | +6.6% |
| 3M | +23.0% | -4.8% | +27.8% | +32.2% |
| 6M | +27.6% | -1.3% | +28.9% | +30.6% |
| YTD | +32.3% | +8.4% | +23.9% | +15.8% |
| 1Y | +20.1% | +11.0% | +9.1% | +1.2% |
| 3Y | +0.6% | +70.6% | -69.9% | -55.1% |
| 5Y | -42.3% | +55.3% | -97.6% | -69.4% |
| All | +32.1% | +219.0% | -186.9% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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