-10.8%
SWKS vs WING
+405.9%
-416.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.8% |
| 7D | +12.5% | -3.9% | +16.4% | +13.6% |
| 30D | +10.5% | -11.6% | +22.1% | +13.4% |
| 3M | -7.4% | -24.2% | +16.8% | -2.0% |
| 6M | +32.7% | -54.1% | +86.7% | +57.9% |
| YTD | +19.2% | -53.9% | +73.1% | +39.7% |
| 1Y | +2.4% | -64.4% | +66.7% | +27.5% |
| 3Y | -25.6% | -30.2% | +4.6% | -29.3% |
| 5Y | -53.4% | -34.1% | -19.3% | -57.4% |
| 10Y | +23.2% | +342.1% | -319.0% | -33.0% |
| All | -10.8% | +405.9% | -416.6% | -54.1% |
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