+32.1%
SWKS vs WAT
+227.3%
-195.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.7% |
| 7D | -6.2% | -1.1% | -5.0% | -5.6% |
| 30D | -1.5% | +5.0% | -6.4% | -4.1% |
| 3M | +23.0% | +14.5% | +8.5% | +14.2% |
| 6M | +27.6% | +30.9% | -3.3% | +9.6% |
| YTD | +32.3% | +20.5% | +11.8% | +16.9% |
| 1Y | +20.1% | +23.3% | -3.2% | +4.6% |
| 3Y | +0.6% | +81.5% | -80.8% | -33.4% |
| 5Y | -42.3% | +33.4% | -75.7% | -55.3% |
| All | +32.1% | +227.3% | -195.2% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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