+50.8%
SWKS vs WU
-38.9%
+89.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.7% |
| 7D | +9.4% | -2.0% | +11.5% | +10.3% |
| 30D | +17.0% | +11.4% | +5.6% | +10.4% |
| 3M | +28.9% | -6.8% | +35.7% | +31.9% |
| 6M | +33.1% | -14.6% | +47.8% | +39.4% |
| YTD | +44.8% | -20.6% | +65.4% | +56.4% |
| 1Y | +36.2% | -15.4% | +51.6% | +42.0% |
| 3Y | +11.5% | -23.6% | +35.1% | +20.3% |
| 5Y | -37.1% | -43.4% | +6.3% | -23.0% |
| All | +50.8% | -38.9% | +89.7% | +64.3% |
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