-43.6%
SWKS vs WST
-0.1%
-43.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.7% |
| 7D | -6.2% | -3.1% | -3.0% | -5.3% |
| 30D | -1.5% | +9.1% | -10.6% | -3.8% |
| 3M | +23.0% | +14.7% | +8.3% | +18.6% |
| 6M | +27.6% | +28.0% | -0.4% | +19.3% |
| YTD | +32.3% | +45.6% | -13.3% | +19.0% |
| 1Y | +20.1% | +45.7% | -25.5% | +7.9% |
| 3Y | +0.6% | +21.1% | -20.4% | -13.1% |
| All | -43.6% | -0.1% | -43.4% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling