+35.3%
SWKS vs ARWR
+1,055.7%
-1,020.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | -3.1% | -17.7% | +14.5% | -0.4% |
| 30D | +8.3% | -21.9% | +30.2% | +12.2% |
| 3M | +20.2% | -44.5% | +64.8% | +30.9% |
| 6M | +24.9% | -32.6% | +57.5% | +31.1% |
| YTD | +33.2% | -26.2% | +59.3% | +36.7% |
| 1Y | +23.6% | +23.0% | +0.6% | +15.8% |
| 3Y | +1.3% | +81.8% | -80.5% | -17.0% |
| 5Y | -40.6% | -36.0% | -4.6% | -45.4% |
| 10Y | +35.3% | +1,039.5% | -1,004.3% | -10.5% |
| All | +35.3% | +1,055.7% | -1,020.4% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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