+40.2%
SWKS vs WTW
+200.6%
-160.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +3.1% |
| 7D | +11.8% | -2.7% | +14.6% | +13.1% |
| 30D | +6.7% | -5.6% | +12.4% | +9.3% |
| 3M | 0.0% | +26.5% | -26.5% | -11.1% |
| 6M | +38.7% | +8.1% | +30.6% | +31.0% |
| YTD | +21.4% | -0.3% | +21.7% | +18.4% |
| 1Y | +2.9% | -0.9% | +3.8% | +0.2% |
| 3Y | -16.4% | +66.6% | -83.0% | -42.6% |
| 5Y | -51.2% | +54.0% | -105.1% | -65.1% |
| All | +40.2% | +200.6% | -160.4% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling