+35.3%
SWKS vs AWK
+152.9%
-117.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -3.1% | +2.7% | -5.8% | -4.0% |
| 30D | +8.3% | +16.7% | -8.3% | +2.8% |
| 3M | +20.2% | +11.7% | +8.5% | +15.6% |
| 6M | +24.9% | +21.9% | +3.0% | +16.1% |
| YTD | +33.2% | +17.6% | +15.5% | +24.5% |
| 1Y | +23.6% | +19.8% | +3.8% | +14.6% |
| 3Y | +1.3% | +31.0% | -29.7% | -12.8% |
| 5Y | -40.6% | -3.0% | -37.6% | -42.4% |
| 10Y | +35.3% | +156.8% | -121.5% | +0.7% |
| All | +35.3% | +152.9% | -117.7% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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