+45.0%
SWKS vs WETO
-99.4%
+144.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -5.4% | +10.6% | +5.1% |
| 7D | +19.4% | -4.3% | +23.7% | +19.3% |
| 30D | +26.8% | -39.9% | +66.7% | +26.4% |
| 3M | +21.5% | -97.9% | +119.4% | +25.4% |
| 6M | +61.0% | -95.0% | +156.0% | +64.4% |
| YTD | +42.2% | -97.2% | +139.4% | +43.9% |
| 1Y | +22.1% | -98.9% | +121.1% | +21.2% |
| All | +45.0% | -99.4% | +144.5% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling