+32.1%
SWKS vs WCC
+457.1%
-425.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.3% |
| 7D | -6.2% | -14.7% | +8.5% | -0.4% |
| 30D | -1.5% | -20.1% | +18.6% | +6.8% |
| 3M | +23.0% | -21.2% | +44.1% | +33.4% |
| 6M | +27.6% | -19.2% | +46.8% | +36.6% |
| YTD | +32.3% | +20.2% | +12.1% | +19.5% |
| 1Y | +20.1% | +14.5% | +5.7% | +10.5% |
| 3Y | +0.6% | +115.1% | -114.5% | -32.2% |
| 5Y | -42.3% | +121.5% | -163.8% | -63.5% |
| All | +32.1% | +457.1% | -425.0% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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