+25.9%
SWKS vs PWR
+2,321.3%
-2,295.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.2% |
| 7D | +12.5% | +3.6% | +8.9% | +10.6% |
| 30D | +10.5% | -8.6% | +19.1% | +14.9% |
| 3M | -7.4% | -13.2% | +5.8% | -2.1% |
| 6M | +32.7% | +9.9% | +22.8% | +24.2% |
| YTD | +19.2% | +48.0% | -28.9% | -4.7% |
| 1Y | +2.4% | +66.2% | -63.8% | -23.2% |
| 3Y | -25.6% | +195.1% | -220.7% | -61.2% |
| 5Y | -53.4% | +442.6% | -496.0% | -83.2% |
| All | +25.9% | +2,321.3% | -2,295.4% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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