+37.8%
SWKS vs PWR
+1,806.4%
-1,768.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.5% |
| 7D | -3.1% | -11.2% | +8.1% | +1.2% |
| 30D | +8.3% | -17.4% | +25.7% | +16.4% |
| 3M | +20.2% | -11.7% | +32.0% | +24.2% |
| 6M | +24.9% | -21.7% | +46.6% | +35.5% |
| YTD | +33.2% | +38.3% | -5.1% | +7.4% |
| 1Y | +23.6% | +29.6% | -6.0% | +2.6% |
| 3Y | +1.3% | +236.1% | -234.9% | -52.0% |
| 5Y | -40.6% | +406.3% | -446.9% | -78.3% |
| All | +37.8% | +1,806.4% | -1,768.6% | -77.7% |
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