+32.1%
SWKS vs WCN
+309.0%
-276.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.9% |
| 7D | -6.2% | +2.9% | -9.1% | -7.8% |
| 30D | -1.5% | +22.1% | -23.6% | -12.5% |
| 3M | +23.0% | +13.2% | +9.8% | +13.7% |
| 6M | +27.6% | +23.7% | +3.9% | +10.2% |
| YTD | +32.3% | +8.7% | +23.6% | +23.4% |
| 1Y | +20.1% | +15.3% | +4.8% | +7.6% |
| 3Y | +0.6% | +46.0% | -45.4% | -25.5% |
| 5Y | -42.3% | +45.9% | -88.2% | -58.2% |
| All | +32.1% | +309.0% | -276.9% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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