-36.5%
SWKS vs HWM
+591.3%
-627.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | +9.4% | +7.3% | +2.1% | +6.5% |
| 30D | +17.0% | +1.6% | +15.4% | +15.6% |
| 3M | +28.9% | -21.9% | +50.8% | +40.7% |
| 6M | +33.1% | -19.0% | +52.2% | +42.1% |
| YTD | +44.8% | +7.9% | +36.8% | +31.9% |
| 1Y | +36.2% | +9.9% | +26.3% | +22.6% |
| 3Y | +11.5% | +342.1% | -330.6% | -57.6% |
| All | -36.5% | +591.3% | -627.8% | -82.7% |
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