-53.0%
SWKS vs GWW
+224.0%
-277.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.1% |
| 7D | +12.5% | +1.4% | +11.1% | +11.7% |
| 30D | +10.5% | +3.3% | +7.2% | +8.6% |
| 3M | -7.4% | +2.9% | -10.3% | -9.4% |
| 6M | +32.7% | +15.8% | +16.9% | +21.5% |
| YTD | +19.2% | +32.0% | -12.9% | +1.5% |
| 1Y | +2.4% | +29.9% | -27.5% | -12.3% |
| 3Y | -25.6% | +91.1% | -116.7% | -48.1% |
| All | -53.0% | +224.0% | -277.1% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling