+30.5%
SWKS vs WWD
+442.6%
-412.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +3.9% | +0.4% |
| 7D | -9.2% | -2.6% | -6.6% | -8.4% |
| 30D | -1.9% | -7.7% | +5.8% | +0.9% |
| 3M | +21.2% | -17.7% | +38.9% | +30.7% |
| 6M | +12.9% | -15.9% | +28.8% | +19.2% |
| YTD | +30.7% | +1.8% | +29.0% | +24.7% |
| 1Y | +14.1% | +17.4% | -3.3% | +1.2% |
| 3Y | -1.7% | +137.1% | -138.8% | -38.5% |
| 5Y | -43.0% | +162.4% | -205.4% | -66.7% |
| All | +30.5% | +442.6% | -412.0% | -45.5% |
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