+96.7%
SWKS vs W
+243.2%
-146.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +11.0% | -13.9% | -5.1% |
| 7D | -4.9% | +8.4% | -13.3% | -6.6% |
| 30D | -1.2% | +16.5% | -17.7% | -4.4% |
| 3M | +24.2% | +6.4% | +17.7% | +21.6% |
| 6M | +21.5% | +90.5% | -69.0% | +4.4% |
| YTD | +33.5% | +23.1% | +10.4% | +23.0% |
| 1Y | +18.9% | +24.3% | -5.4% | +8.8% |
| 3Y | +0.4% | +149.0% | -148.6% | -25.8% |
| 5Y | -44.3% | -51.7% | +7.4% | -51.5% |
| 10Y | +37.1% | +280.1% | -242.9% | -24.9% |
| All | +96.7% | +243.2% | -146.6% | +8.0% |
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