-36.5%
SWKS vs WEC
+56.3%
-92.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +9.4% | +2.3% | +7.1% | +9.0% |
| 30D | +17.0% | +11.1% | +5.9% | +14.6% |
| 3M | +28.9% | +8.4% | +20.5% | +26.8% |
| 6M | +33.1% | +7.5% | +25.6% | +30.8% |
| YTD | +44.8% | +15.3% | +29.5% | +39.8% |
| 1Y | +36.2% | +9.7% | +26.5% | +33.0% |
| 3Y | +11.5% | +64.7% | -53.2% | -3.2% |
| All | -36.5% | +56.3% | -92.9% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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