-37.0%
SWKS vs EWT
+119.7%
-156.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.7% | +5.2% |
| 7D | +10.9% | +13.2% | -2.4% | -1.0% |
| 30D | +17.6% | -14.3% | +31.9% | +32.7% |
| 3M | +29.2% | -8.4% | +37.6% | +36.1% |
| 6M | +37.0% | +3.7% | +33.2% | +26.1% |
| YTD | +44.9% | +53.1% | -8.1% | -12.3% |
| 1Y | +33.8% | +55.5% | -21.7% | -20.5% |
| 3Y | +10.2% | +155.6% | -145.4% | -64.7% |
| 5Y | -37.0% | +119.3% | -156.3% | -75.1% |
| All | -37.0% | +119.7% | -156.7% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling