+1.3%
SWKS vs AWK
+29.4%
-28.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -3.1% | +2.7% | -5.8% | -3.0% |
| 30D | +8.3% | +16.7% | -8.3% | +9.1% |
| 3M | +20.2% | +11.7% | +8.5% | +20.8% |
| 6M | +24.9% | +21.9% | +3.0% | +26.0% |
| YTD | +33.2% | +17.6% | +15.5% | +34.2% |
| 1Y | +23.6% | +19.8% | +3.8% | +24.5% |
| 3Y | +1.3% | +31.0% | -29.7% | -3.4% |
| All | +1.3% | +29.4% | -28.2% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling