+38.0%
SWKS vs WETO
-99.4%
+137.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +7.1% | +2.7% | +9.8% |
| 7D | +17.5% | -19.9% | +37.4% | +17.4% |
| 30D | +23.0% | -42.7% | +65.6% | +22.7% |
| 3M | +19.5% | -97.7% | +117.3% | +23.4% |
| 6M | +54.3% | -94.4% | +148.7% | +57.7% |
| YTD | +35.3% | -97.0% | +132.3% | +36.9% |
| 1Y | +17.9% | -98.9% | +116.7% | +17.0% |
| All | +38.0% | -99.4% | +137.3% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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