-43.6%
SWKS vs HWM
+522.0%
-565.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.3% |
| 7D | -6.2% | +3.3% | -9.5% | -7.6% |
| 30D | -1.5% | -7.6% | +6.1% | +1.0% |
| 3M | +23.0% | -28.9% | +51.9% | +39.2% |
| 6M | +27.6% | -19.7% | +47.3% | +35.9% |
| YTD | +32.3% | +0.5% | +31.8% | +24.0% |
| 1Y | +20.1% | +0.3% | +19.9% | +12.4% |
| 3Y | +0.6% | +325.8% | -325.2% | -61.3% |
| All | -43.6% | +522.0% | -565.5% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling