+47.7%
SWKS vs WETO
-99.9%
+147.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | -0.1% |
| 7D | +9.4% | -39.7% | +49.1% | +9.2% |
| 30D | +17.0% | -26.7% | +43.7% | +16.9% |
| 3M | +28.9% | -83.1% | +112.1% | +27.8% |
| 6M | +33.1% | -98.8% | +131.9% | +35.3% |
| YTD | +44.8% | -99.3% | +144.1% | +45.7% |
| 1Y | +36.2% | -99.4% | +135.6% | +36.6% |
| All | +47.7% | -99.9% | +147.5% | +44.7% |
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