-41.2%
SWKS vs WWD
+187.5%
-228.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -3.1% | +0.4% | -3.6% | -3.4% |
| 30D | +8.3% | -0.4% | +8.7% | +8.1% |
| 3M | +20.2% | -6.1% | +26.3% | +22.5% |
| 6M | +24.9% | -9.5% | +34.4% | +28.2% |
| YTD | +33.2% | +10.8% | +22.3% | +21.6% |
| 1Y | +23.6% | +23.5% | 0.0% | +6.1% |
| 3Y | +1.3% | +151.3% | -150.0% | -42.3% |
| All | -41.2% | +187.5% | -228.7% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling