-37.0%
SWKS vs WCN
+48.2%
-85.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.4% |
| 7D | +10.9% | +1.2% | +9.7% | +10.4% |
| 30D | +17.6% | +26.4% | -8.9% | +7.9% |
| 3M | +29.2% | +17.5% | +11.7% | +21.6% |
| 6M | +37.0% | +28.7% | +8.2% | +22.5% |
| YTD | +44.9% | +11.5% | +33.4% | +38.6% |
| 1Y | +33.8% | +15.9% | +17.9% | +25.5% |
| 3Y | +10.2% | +51.6% | -41.4% | -12.9% |
| 5Y | -37.0% | +47.9% | -84.9% | -53.0% |
| All | -37.0% | +48.2% | -85.2% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling