+32.4%
SWKS vs WWD
+494.7%
-462.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | -1.3% |
| 7D | -2.7% | +4.2% | -6.9% | -4.6% |
| 30D | +8.5% | -0.8% | +9.3% | +8.4% |
| 3M | +17.3% | -8.2% | +25.5% | +20.7% |
| 6M | +25.1% | -9.8% | +35.0% | +28.7% |
| YTD | +33.3% | +10.4% | +22.9% | +22.8% |
| 1Y | +22.9% | +25.5% | -2.6% | +6.0% |
| 3Y | +5.5% | +155.8% | -150.3% | -36.1% |
| 5Y | -41.9% | +187.3% | -229.2% | -67.4% |
| 10Y | +32.4% | +462.7% | -430.3% | -46.4% |
| All | +32.4% | +494.7% | -462.3% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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