-41.9%
SWKS vs HWM
+565.4%
-607.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -1.2% |
| 7D | -2.7% | +1.6% | -4.3% | -3.5% |
| 30D | +8.5% | -3.9% | +12.4% | +9.6% |
| 3M | +17.3% | -23.2% | +40.5% | +28.8% |
| 6M | +25.1% | -20.0% | +45.1% | +34.1% |
| YTD | +33.3% | +5.7% | +27.6% | +22.5% |
| 1Y | +22.9% | +4.9% | +18.0% | +13.1% |
| 3Y | +5.5% | +347.0% | -341.5% | -60.2% |
| 5Y | -41.9% | +563.0% | -604.9% | -83.9% |
| All | -41.9% | +565.4% | -607.3% | -83.9% |
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