-51.2%
SWKS vs WTW
+54.0%
-105.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +2.5% |
| 7D | +11.8% | -2.7% | +14.6% | +12.5% |
| 30D | +6.7% | -5.6% | +12.4% | +8.1% |
| 3M | 0.0% | +26.5% | -26.5% | -6.2% |
| 6M | +38.7% | +8.1% | +30.6% | +35.6% |
| YTD | +21.4% | -0.3% | +21.7% | +21.8% |
| 1Y | +2.9% | -0.9% | +3.8% | +3.1% |
| 3Y | -16.4% | +66.6% | -83.0% | -40.1% |
| 5Y | -51.2% | +54.0% | -105.1% | -64.6% |
| All | -51.2% | +54.0% | -105.2% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling