+46.0%
SWKS vs HWM
+1,554.5%
-1,508.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.3% | +3.7% | +5.2% |
| 7D | +5.7% | +5.0% | +0.7% | +3.8% |
| 30D | +17.3% | +1.5% | +15.8% | +16.0% |
| 3M | +28.3% | -20.3% | +48.6% | +37.2% |
| 6M | +26.1% | -18.0% | +44.1% | +32.8% |
| YTD | +41.1% | +9.5% | +31.6% | +31.4% |
| 1Y | +31.4% | +7.5% | +24.0% | +23.1% |
| 3Y | +7.3% | +355.7% | -348.4% | -44.1% |
| 5Y | -37.7% | +610.2% | -647.9% | -72.5% |
| 10Y | +46.0% | +1,516.8% | -1,470.7% | -51.8% |
| All | +46.0% | +1,554.5% | -1,508.4% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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