-41.9%
SWKS vs WING
+9.2%
-51.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.4% | -7.6% | -0.8% |
| 7D | -2.7% | +8.6% | -11.3% | -4.4% |
| 30D | +8.5% | +44.8% | -36.3% | +0.3% |
| 3M | +17.3% | +51.9% | -34.7% | +6.4% |
| 6M | +25.1% | +37.2% | -12.1% | +14.6% |
| YTD | +33.3% | -25.3% | +58.6% | +37.9% |
| 1Y | +22.9% | -25.1% | +48.0% | +26.6% |
| 3Y | +5.5% | -12.9% | +18.5% | -5.0% |
| 5Y | -41.9% | +12.0% | -53.9% | -53.8% |
| All | -41.9% | +9.2% | -51.1% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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