+25.7%
SWKS vs WETO
-99.4%
+125.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.1% | +6.7% | +1.5% |
| 7D | +6.8% | -38.7% | +45.5% | +6.6% |
| 30D | +11.3% | -51.3% | +62.6% | +11.0% |
| 3M | +4.1% | -97.8% | +101.9% | +7.3% |
| 6M | +39.7% | -94.8% | +134.4% | +42.7% |
| YTD | +23.2% | -97.2% | +120.4% | +24.6% |
| 1Y | +5.3% | -98.9% | +104.2% | +4.5% |
| All | +25.7% | -99.4% | +125.1% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling