-36.5%
SWKS vs WU
-43.8%
+7.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.6% |
| 7D | +9.4% | -2.0% | +11.5% | +10.1% |
| 30D | +17.0% | +11.4% | +5.6% | +11.6% |
| 3M | +28.9% | -6.8% | +35.7% | +31.5% |
| 6M | +33.1% | -14.6% | +47.8% | +38.7% |
| YTD | +44.8% | -20.6% | +65.4% | +55.1% |
| 1Y | +36.2% | -15.4% | +51.6% | +41.3% |
| 3Y | +11.5% | -23.6% | +35.1% | +19.8% |
| All | -36.5% | -43.8% | +7.3% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling