+28.5%
AWK vs SWK
+46.5%
-18.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.1% |
| 7D | +7.2% | +11.3% | -4.1% | +6.2% |
| 30D | +19.0% | +28.1% | -9.1% | +16.7% |
| 3M | +14.4% | +12.6% | +1.8% | +13.1% |
| 6M | +22.6% | +51.7% | -29.1% | +18.7% |
| YTD | +19.2% | +60.0% | -40.7% | +14.7% |
| 1Y | +19.6% | +72.7% | -53.1% | +14.2% |
| All | +28.5% | +46.5% | -18.0% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling