-53.0%
SWKS vs SW
-2.3%
-50.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.3% | +3.3% |
| 7D | +12.5% | -5.1% | +17.6% | +13.6% |
| 30D | +10.5% | -4.6% | +15.1% | +11.4% |
| 3M | -7.4% | +9.4% | -16.8% | -9.0% |
| 6M | +32.7% | +3.5% | +29.2% | +31.0% |
| YTD | +19.2% | +22.0% | -2.9% | +14.0% |
| 1Y | +2.4% | +2.2% | +0.2% | +0.7% |
| 3Y | -25.6% | +19.6% | -45.2% | -29.2% |
| All | -53.0% | -2.3% | -50.7% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling