+2.5%
SWKS vs WCN
+49.9%
-47.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -3.1% | +2.6% | -5.8% | -3.6% |
| 30D | +8.3% | +25.3% | -17.0% | +3.6% |
| 3M | +20.2% | +15.2% | +5.0% | +16.8% |
| 6M | +24.9% | +26.4% | -1.5% | +16.9% |
| YTD | +33.2% | +9.9% | +23.2% | +31.7% |
| 1Y | +23.6% | +16.2% | +7.4% | +19.5% |
| All | +2.5% | +49.9% | -47.4% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling