+1,544.9%
SWKS vs WAT
+10,816.8%
-9,271.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.9% |
| 7D | +12.5% | -1.3% | +13.8% | +13.1% |
| 30D | +10.5% | +2.3% | +8.1% | +9.4% |
| 3M | -7.4% | +8.7% | -16.1% | -10.7% |
| 6M | +32.7% | +28.3% | +4.3% | +18.2% |
| YTD | +19.2% | +7.8% | +11.4% | +13.5% |
| 1Y | +2.4% | +36.6% | -34.2% | -12.4% |
| 3Y | -25.6% | +45.7% | -71.3% | -39.4% |
| 5Y | -53.4% | -3.3% | -50.1% | -55.6% |
| 10Y | +23.2% | +162.1% | -138.9% | -22.7% |
| All | +1,544.9% | +10,816.8% | -9,271.9% | +272.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling