+70.7%
SWKS vs EW
+7,833.4%
-7,762.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.5% | -2.6% |
| 7D | -9.2% | +6.8% | -15.9% | -11.4% |
| 30D | -1.9% | +16.6% | -18.5% | -7.4% |
| 3M | +21.2% | +13.3% | +7.9% | +15.2% |
| 6M | +12.9% | +21.6% | -8.7% | +3.9% |
| YTD | +30.7% | +18.3% | +12.5% | +21.4% |
| 1Y | +14.1% | +21.7% | -7.6% | +4.8% |
| 3Y | -1.7% | +50.3% | -52.0% | -20.1% |
| 5Y | -43.0% | -15.0% | -28.0% | -43.9% |
| 10Y | +34.3% | +237.5% | -203.1% | -19.4% |
| All | +70.7% | +7,833.4% | -7,762.7% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 all: compounded portfolio wealth divided by compounded EW 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…
all analysis · Full analysis span regression · 6 months rolling