+969.7%
AWK vs SWK
+215.3%
+754.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +1.7% | -0.4% | +2.2% | +1.8% |
| 30D | +5.6% | -5.7% | +11.3% | +6.8% |
| 3M | +15.9% | +24.1% | -8.2% | +10.5% |
| 6M | +4.6% | +24.7% | -20.1% | -0.8% |
| YTD | +10.1% | +33.9% | -23.9% | +2.5% |
| 1Y | +2.1% | +34.7% | -32.6% | -5.4% |
| 3Y | +9.8% | +15.3% | -5.4% | +2.3% |
| 5Y | -15.4% | -39.3% | +23.9% | -11.3% |
| 10Y | +129.4% | +2.5% | +126.9% | +97.9% |
| All | +969.7% | +215.3% | +754.4% | +516.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling