+31.0%
SWKS vs GWW
+557.3%
-526.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +3.1% |
| 7D | +11.8% | -1.5% | +13.4% | +12.5% |
| 30D | +6.7% | +1.1% | +5.6% | +6.0% |
| 3M | 0.0% | -1.0% | +1.0% | -0.2% |
| 6M | +38.7% | +16.3% | +22.4% | +27.1% |
| YTD | +21.4% | +28.5% | -7.2% | +5.6% |
| 1Y | +2.9% | +30.3% | -27.4% | -11.3% |
| 3Y | -16.4% | +91.6% | -108.0% | -40.8% |
| 5Y | -51.2% | +224.0% | -275.1% | -73.7% |
| 10Y | +31.0% | +551.3% | -520.3% | -40.5% |
| All | +31.0% | +557.3% | -526.2% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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