+51.0%
SWKS vs WWD
+442.7%
-391.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +3.6% |
| 7D | +10.9% | +8.2% | +2.7% | +7.2% |
| 30D | +17.6% | -0.2% | +17.8% | +17.2% |
| 3M | +29.2% | -8.4% | +37.6% | +33.0% |
| 6M | +37.0% | -9.5% | +46.5% | +40.6% |
| YTD | +44.9% | +10.1% | +34.9% | +33.6% |
| 1Y | +33.8% | +21.6% | +12.3% | +17.1% |
| 3Y | +10.2% | +149.6% | -139.4% | -32.6% |
| 5Y | -37.0% | +191.3% | -228.3% | -64.8% |
| All | +51.0% | +442.7% | -391.7% | -40.1% |
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