-36.5%
SWKS vs EWT
+118.2%
-154.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +9.4% | +9.1% | +0.3% | +1.0% |
| 30D | +17.0% | -12.2% | +29.2% | +29.2% |
| 3M | +28.9% | -9.4% | +38.3% | +37.3% |
| 6M | +33.1% | +2.7% | +30.5% | +23.8% |
| YTD | +44.8% | +53.3% | -8.5% | -12.5% |
| 1Y | +36.2% | +59.2% | -23.0% | -21.1% |
| 3Y | +11.5% | +157.1% | -145.6% | -64.5% |
| All | -36.5% | +118.2% | -154.8% | -74.9% |
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