-0.6%
SWKS vs W
+126.8%
-127.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.2% | +6.2% | -0.3% |
| 7D | -9.2% | -5.6% | -3.6% | -8.3% |
| 30D | -1.9% | +7.5% | -9.4% | -3.8% |
| 3M | +21.2% | +5.4% | +15.8% | +18.7% |
| 6M | +12.9% | +79.4% | -66.5% | -4.0% |
| YTD | +30.7% | +12.9% | +17.8% | +21.8% |
| 1Y | +14.1% | +12.4% | +1.7% | +5.6% |
| All | -0.6% | +126.8% | -127.3% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling