+20.8%
SWKS vs WOLF
+47.3%
-26.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.2% | +7.0% | +3.3% |
| 7D | +10.9% | +30.2% | -19.3% | +7.0% |
| 30D | +17.6% | -7.2% | +24.8% | +17.8% |
| 3M | +29.2% | -16.4% | +45.6% | +30.1% |
| 6M | +37.0% | -50.7% | +87.6% | +43.9% |
| YTD | +44.9% | +52.3% | -7.3% | +33.9% |
| 1Y | +33.8% | +35.6% | -1.8% | +24.3% |
| All | +20.8% | +47.3% | -26.5% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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