+50.8%
SWKS vs WWD
+439.4%
-388.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +9.4% | +4.0% | +5.5% | +7.6% |
| 30D | +17.0% | +0.4% | +16.6% | +16.3% |
| 3M | +28.9% | -7.9% | +36.8% | +32.4% |
| 6M | +33.1% | -10.6% | +43.8% | +37.4% |
| YTD | +44.8% | +9.4% | +35.4% | +33.9% |
| 1Y | +36.2% | +25.7% | +10.5% | +17.3% |
| 3Y | +11.5% | +148.5% | -137.1% | -31.7% |
| 5Y | -37.1% | +189.5% | -226.6% | -64.8% |
| All | +50.8% | +439.4% | -388.5% | -40.0% |
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