+30.5%
SWKS vs SW
+185.4%
-154.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | -9.2% | +4.7% | -13.8% | -9.8% |
| 30D | -1.9% | +5.0% | -6.9% | -2.7% |
| 3M | +21.2% | -7.3% | +28.6% | +22.3% |
| 6M | +12.9% | +15.0% | -2.1% | +10.3% |
| YTD | +30.7% | +18.5% | +12.2% | +26.8% |
| 1Y | +14.1% | +27.1% | -13.0% | +9.5% |
| 3Y | -1.7% | +49.3% | -51.0% | -7.4% |
| 5Y | -43.0% | -1.6% | -41.4% | -45.4% |
| All | +30.5% | +185.4% | -154.8% | -1.8% |
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