+37.1%
SWKS vs SW
+189.7%
-152.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.1% | -7.0% | -3.5% |
| 7D | -4.9% | +12.1% | -17.0% | -6.5% |
| 30D | -1.2% | +6.6% | -7.7% | -2.2% |
| 3M | +24.2% | -6.0% | +30.2% | +25.0% |
| 6M | +21.5% | +21.5% | 0.0% | +17.8% |
| YTD | +33.5% | +20.3% | +13.2% | +29.1% |
| 1Y | +18.9% | +28.1% | -9.2% | +14.0% |
| 3Y | +0.4% | +51.6% | -51.2% | -5.6% |
| 5Y | -44.3% | -0.1% | -44.2% | -46.7% |
| 10Y | +37.1% | +189.7% | -152.6% | +3.3% |
| All | +37.1% | +189.7% | -152.6% | +3.3% |
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