+32.1%
SWKS vs W
+238.4%
-206.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.7% | +1.5% |
| 7D | -6.2% | -3.6% | -2.6% | -5.7% |
| 30D | -1.5% | +7.0% | -8.4% | -3.2% |
| 3M | +23.0% | +7.4% | +15.6% | +20.0% |
| 6M | +27.6% | +69.3% | -41.7% | +11.3% |
| YTD | +32.3% | +11.3% | +21.0% | +23.6% |
| 1Y | +20.1% | +13.2% | +6.9% | +11.2% |
| 3Y | +0.6% | +142.0% | -141.4% | -27.1% |
| 5Y | -42.3% | -54.6% | +12.3% | -49.3% |
| All | +32.1% | +238.4% | -206.3% | -27.7% |
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