+32.1%
SWKS vs WU
-36.0%
+68.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +2.1% |
| 7D | -6.2% | +11.7% | -17.8% | -11.3% |
| 30D | -1.5% | +12.6% | -14.1% | -7.4% |
| 3M | +23.0% | -0.5% | +23.5% | +21.9% |
| 6M | +27.6% | -18.2% | +45.8% | +36.8% |
| YTD | +32.3% | -19.0% | +51.3% | +41.8% |
| 1Y | +20.1% | -16.7% | +36.8% | +26.5% |
| 3Y | +0.6% | -21.0% | +21.7% | +7.0% |
| 5Y | -42.3% | -41.7% | -0.6% | -30.5% |
| All | +32.1% | -36.0% | +68.1% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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