-25.2%
SWKS vs WY
-22.5%
-2.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.1% |
| 7D | +12.5% | -1.7% | +14.2% | +13.4% |
| 30D | +10.5% | -10.1% | +20.6% | +16.3% |
| 3M | -7.4% | -5.1% | -2.3% | -5.5% |
| 6M | +32.7% | -4.8% | +37.4% | +34.4% |
| YTD | +19.2% | -0.2% | +19.4% | +16.9% |
| 1Y | +2.4% | -6.6% | +9.0% | +4.4% |
| All | -25.2% | -22.5% | -2.7% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling