-36.5%
SWKS vs WY
-31.4%
-5.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -1.1% |
| 7D | +9.4% | -0.8% | +10.2% | +9.9% |
| 30D | +17.0% | +10.1% | +6.9% | +9.7% |
| 3M | +28.9% | -15.4% | +44.3% | +40.8% |
| 6M | +33.1% | -8.3% | +41.4% | +37.0% |
| YTD | +44.8% | -9.8% | +54.6% | +48.6% |
| 1Y | +36.2% | -3.9% | +40.1% | +33.6% |
| 3Y | +11.5% | -23.3% | +34.8% | +24.2% |
| All | -36.5% | -31.4% | -5.2% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling