+23.8%
SWKS vs WETO
-99.4%
+123.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +11.8% | -57.2% | +69.1% | +11.5% |
| 30D | +6.7% | -48.8% | +55.5% | +6.5% |
| 3M | 0.0% | -97.7% | +97.7% | +3.1% |
| 6M | +38.7% | -94.3% | +133.0% | +41.9% |
| YTD | +21.4% | -97.0% | +118.4% | +22.8% |
| 1Y | +2.9% | -98.9% | +101.8% | +2.1% |
| All | +23.8% | -99.4% | +123.1% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling