+150.5%
AWK vs SWK
+32.9%
+117.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.2% |
| 7D | +1.2% | +10.7% | -9.5% | -0.7% |
| 30D | +15.8% | +33.3% | -17.6% | +9.9% |
| 3M | +11.0% | +14.7% | -3.7% | +8.1% |
| 6M | +21.0% | +48.5% | -27.5% | +12.3% |
| YTD | +16.7% | +63.9% | -47.2% | +5.7% |
| 1Y | +17.2% | +80.4% | -63.3% | +4.1% |
| 3Y | +29.2% | +58.1% | -28.9% | +14.7% |
| 5Y | -2.3% | -24.5% | +22.2% | -1.1% |
| 10Y | +150.5% | +29.5% | +121.1% | +108.6% |
| All | +150.5% | +32.9% | +117.7% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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