-43.6%
SWKS vs WCC
+117.0%
-160.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.3% |
| 7D | -6.2% | -14.7% | +8.5% | -0.2% |
| 30D | -1.5% | -20.1% | +18.6% | +7.2% |
| 3M | +23.0% | -21.2% | +44.1% | +33.8% |
| 6M | +27.6% | -19.2% | +46.8% | +36.9% |
| YTD | +32.3% | +20.2% | +12.1% | +18.6% |
| 1Y | +20.1% | +14.5% | +5.7% | +9.8% |
| 3Y | +0.6% | +115.1% | -114.5% | -35.0% |
| All | -43.6% | +117.0% | -160.5% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling