-0.6%
SWKS vs WST
+16.9%
-17.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.3% |
| 7D | -9.2% | -5.8% | -3.4% | -8.2% |
| 30D | -1.9% | +5.3% | -7.2% | -2.8% |
| 3M | +21.2% | +11.8% | +9.4% | +18.8% |
| 6M | +12.9% | +26.7% | -13.8% | +8.2% |
| YTD | +30.7% | +43.0% | -12.2% | +22.3% |
| 1Y | +14.1% | +38.9% | -24.7% | +7.2% |
| All | -0.6% | +16.9% | -17.4% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 3y: compounded portfolio wealth divided by compounded WST 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…
3y analysis · Full analysis span regression · 6 months rolling