+31.0%
SWKS vs SW
+139.3%
-108.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.3% | +2.3% |
| 7D | +11.8% | -2.6% | +14.4% | +12.2% |
| 30D | +6.7% | -7.5% | +14.2% | +7.8% |
| 3M | 0.0% | +10.3% | -10.3% | -1.4% |
| 6M | +38.7% | +5.4% | +33.3% | +37.0% |
| YTD | +21.4% | +17.9% | +3.5% | +18.0% |
| 1Y | +2.9% | -2.4% | +5.3% | +2.3% |
| 3Y | -16.4% | +28.7% | -45.1% | -19.9% |
| 5Y | -51.2% | -5.7% | -45.5% | -53.0% |
| 10Y | +31.0% | +139.3% | -108.3% | +10.5% |
| All | +31.0% | +139.3% | -108.3% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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