-43.6%
SWKS vs WTW
+51.8%
-95.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.7% |
| 7D | -6.2% | +1.4% | -7.5% | -6.5% |
| 30D | -1.5% | +13.1% | -14.6% | -4.2% |
| 3M | +23.0% | -3.0% | +25.9% | +23.5% |
| 6M | +27.6% | +31.2% | -3.6% | +17.9% |
| YTD | +32.3% | +1.1% | +31.2% | +32.2% |
| 1Y | +20.1% | +3.4% | +16.7% | +18.7% |
| 3Y | +0.6% | +44.7% | -44.1% | -20.5% |
| All | -43.6% | +51.8% | -95.4% | -59.6% |
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