+51.0%
SWKS vs WY
+3.3%
+47.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.2% |
| 7D | +10.9% | -5.4% | +16.3% | +14.1% |
| 30D | +17.6% | +7.9% | +9.7% | +12.0% |
| 3M | +29.2% | -16.6% | +45.8% | +41.0% |
| 6M | +37.0% | -11.2% | +48.1% | +43.2% |
| YTD | +44.9% | -11.3% | +56.3% | +50.3% |
| 1Y | +33.8% | -5.5% | +39.4% | +33.7% |
| 3Y | +10.2% | -25.4% | +35.6% | +24.2% |
| 5Y | -37.0% | -32.4% | -4.6% | -25.2% |
| All | +51.0% | +3.3% | +47.7% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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