-43.6%
SWKS vs ARWR
-28.9%
-14.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.0% |
| 7D | -6.2% | -2.9% | -3.2% | -5.7% |
| 30D | -1.5% | -5.4% | +3.9% | -0.6% |
| 3M | +23.0% | -32.2% | +55.2% | +31.8% |
| 6M | +27.6% | -26.5% | +54.1% | +33.4% |
| YTD | +32.3% | -12.4% | +44.7% | +32.3% |
| 1Y | +20.1% | +46.9% | -26.7% | +6.3% |
| 3Y | +0.6% | +116.0% | -115.3% | -27.0% |
| All | -43.6% | -28.9% | -14.7% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling