+46.0%
SWKS vs EWT
+467.1%
-421.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.8% | +0.1% | +0.4% |
| 7D | +5.7% | +3.2% | +2.5% | +1.0% |
| 30D | +17.3% | -12.3% | +29.6% | +31.0% |
| 3M | +28.3% | -3.6% | +31.9% | +29.1% |
| 6M | +26.1% | +3.1% | +22.9% | +16.5% |
| YTD | +41.1% | +57.7% | -16.6% | -19.2% |
| 1Y | +31.4% | +60.3% | -28.8% | -26.1% |
| 3Y | +7.3% | +163.4% | -156.1% | -66.5% |
| 5Y | -37.7% | +127.4% | -165.1% | -76.7% |
| 10Y | +46.0% | +462.7% | -416.7% | -80.0% |
| All | +46.0% | +467.1% | -421.0% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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