+32.1%
SWKS vs WY
+4.8%
+27.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +2.8% |
| 7D | -6.2% | +3.1% | -9.3% | -8.1% |
| 30D | -1.5% | +13.0% | -14.5% | -8.5% |
| 3M | +23.0% | -16.8% | +39.8% | +34.5% |
| 6M | +27.6% | -11.2% | +38.8% | +33.5% |
| YTD | +32.3% | -9.1% | +41.4% | +35.4% |
| 1Y | +20.1% | -4.8% | +24.9% | +19.5% |
| 3Y | +0.6% | -25.3% | +25.9% | +13.4% |
| 5Y | -42.3% | -33.2% | -9.1% | -31.1% |
| All | +32.1% | +4.8% | +27.3% | +16.1% |
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