+32.1%
SWKS vs WWD
+461.1%
-428.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.4% | -2.2% | -0.2% |
| 7D | -6.2% | +4.2% | -10.3% | -8.0% |
| 30D | -1.5% | -2.1% | +0.7% | -1.1% |
| 3M | +23.0% | -13.2% | +36.1% | +29.5% |
| 6M | +27.6% | -16.9% | +44.5% | +35.9% |
| YTD | +32.3% | +5.2% | +27.1% | +24.4% |
| 1Y | +20.1% | +20.6% | -0.5% | +5.4% |
| 3Y | +0.6% | +146.3% | -145.7% | -38.0% |
| 5Y | -42.3% | +171.3% | -213.6% | -66.7% |
| All | +32.1% | +461.1% | -428.9% | -45.7% |
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