+75.6%
SWKS vs W
+176.2%
-100.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +3.0% |
| 7D | +12.5% | -4.2% | +16.7% | +13.4% |
| 30D | +10.5% | -7.6% | +18.1% | +12.1% |
| 3M | -7.4% | +37.2% | -44.6% | -14.1% |
| 6M | +32.7% | +26.3% | +6.3% | +23.4% |
| YTD | +19.2% | -1.0% | +20.1% | +15.3% |
| 1Y | +2.4% | +20.1% | -17.7% | -5.7% |
| 3Y | -25.6% | +37.8% | -63.4% | -38.4% |
| 5Y | -53.4% | -63.7% | +10.2% | -56.9% |
| 10Y | +23.2% | +156.3% | -133.2% | -27.8% |
| All | +75.6% | +176.2% | -100.6% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling