+26.7%
AWK vs SWK
+46.0%
-19.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +4.1% | +11.0% | -6.9% | +3.2% |
| 30D | +18.0% | +30.1% | -12.1% | +15.6% |
| 3M | +12.2% | +14.7% | -2.4% | +10.8% |
| 6M | +21.2% | +44.5% | -23.3% | +17.8% |
| YTD | +17.6% | +59.4% | -41.8% | +13.1% |
| 1Y | +19.2% | +77.5% | -58.3% | +13.6% |
| 3Y | +26.7% | +49.5% | -22.7% | +17.5% |
| All | +26.7% | +46.0% | -19.2% | +17.5% |
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