-41.9%
SWKS vs WAT
+35.9%
-77.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | -1.2% |
| 7D | -2.7% | +6.0% | -8.8% | -5.5% |
| 30D | +8.5% | +9.9% | -1.4% | +3.7% |
| 3M | +17.3% | +17.2% | +0.1% | +8.6% |
| 6M | +25.1% | +34.2% | -9.1% | +8.1% |
| YTD | +33.3% | +25.5% | +7.8% | +17.3% |
| 1Y | +22.9% | +28.3% | -5.3% | +6.8% |
| 3Y | +5.5% | +88.4% | -82.8% | -28.3% |
| 5Y | -41.9% | +36.1% | -78.0% | -54.8% |
| All | -41.9% | +35.9% | -77.8% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling