+25.9%
SWKS vs WWD
+478.9%
-453.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.5% | +3.1% |
| 7D | +12.5% | +1.3% | +11.2% | +11.9% |
| 30D | +10.5% | -7.2% | +17.7% | +13.8% |
| 3M | -7.4% | -3.8% | -3.6% | -6.7% |
| 6M | +32.7% | -9.9% | +42.6% | +35.9% |
| YTD | +19.2% | +14.8% | +4.3% | +8.6% |
| 1Y | +2.4% | +42.1% | -39.7% | -16.1% |
| 3Y | -25.6% | +170.8% | -196.4% | -55.9% |
| 5Y | -53.4% | +197.5% | -250.9% | -74.2% |
| All | +25.9% | +478.9% | -453.0% | -51.4% |
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