-2.1%
SWKS vs WING
+667.7%
-669.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -0.9% | -1.8% |
| 7D | -9.2% | +14.0% | -23.2% | -12.2% |
| 30D | -1.9% | +47.7% | -49.6% | -11.3% |
| 3M | +21.2% | +34.2% | -13.0% | +11.0% |
| 6M | +12.9% | +13.6% | -0.7% | +6.4% |
| YTD | +30.7% | -30.0% | +60.8% | +36.7% |
| 1Y | +14.1% | -33.9% | +48.1% | +20.8% |
| 3Y | -1.7% | -18.7% | +17.0% | -9.1% |
| 5Y | -43.0% | +5.5% | -48.5% | -54.0% |
| 10Y | +34.3% | +696.2% | -661.9% | -37.0% |
| All | -2.1% | +667.7% | -669.8% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling