+0.6%
SWKS vs GWW
+92.7%
-92.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | -6.2% | +6.0% | -12.2% | -8.7% |
| 30D | -1.5% | +14.0% | -15.5% | -7.3% |
| 3M | +23.0% | +12.5% | +10.4% | +16.0% |
| 6M | +27.6% | +23.6% | +4.0% | +13.1% |
| YTD | +32.3% | +43.6% | -11.3% | +6.3% |
| 1Y | +20.1% | +52.5% | -32.4% | -7.1% |
| 3Y | +0.6% | +92.6% | -91.9% | -33.2% |
| All | +0.6% | +92.7% | -92.1% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling