+1,704.7%
SWKS vs WAT
+11,982.1%
-10,277.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -0.8% |
| 7D | -9.2% | -5.6% | -3.6% | -7.0% |
| 30D | -1.9% | +3.8% | -5.7% | -3.5% |
| 3M | +21.2% | +13.3% | +8.0% | +14.9% |
| 6M | +12.9% | +32.2% | -19.3% | -0.3% |
| YTD | +30.7% | +19.3% | +11.5% | +19.2% |
| 1Y | +14.1% | +21.8% | -7.7% | +3.1% |
| 3Y | -1.7% | +73.9% | -75.6% | -25.6% |
| 5Y | -43.0% | +32.1% | -75.1% | -52.2% |
| 10Y | +34.3% | +228.2% | -193.9% | -22.8% |
| All | +1,704.7% | +11,982.1% | -10,277.4% | +291.3% |
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