+35.3%
SWKS vs W
+228.8%
-193.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.6% |
| 7D | -3.1% | +1.1% | -4.2% | -3.7% |
| 30D | +8.3% | +6.4% | +1.9% | +6.5% |
| 3M | +20.2% | +9.0% | +11.3% | +16.9% |
| 6M | +24.9% | +69.8% | -44.9% | +8.8% |
| YTD | +33.2% | +12.1% | +21.1% | +24.2% |
| 1Y | +23.6% | 0.0% | +23.6% | +17.7% |
| 3Y | +1.3% | +160.3% | -159.1% | -27.8% |
| 5Y | -40.6% | -53.3% | +12.7% | -48.1% |
| 10Y | +35.3% | +217.0% | -181.7% | -28.5% |
| All | +35.3% | +228.8% | -193.5% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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