+32.7%
SWKS vs W
+29.5%
+3.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +3.2% |
| 7D | +12.5% | -4.2% | +16.7% | +13.1% |
| 30D | +10.5% | -7.6% | +18.1% | +11.5% |
| 3M | -7.4% | +37.2% | -44.6% | -9.2% |
| 6M | +32.7% | +26.3% | +6.3% | +29.6% |
| All | +32.7% | +29.5% | +3.1% | +29.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling