+1,014.1%
SWKS vs AWK
+969.7%
+44.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.7% | +3.6% |
| 7D | +12.5% | +1.7% | +10.8% | +11.8% |
| 30D | +10.5% | +5.6% | +4.9% | +8.3% |
| 3M | -7.4% | +15.9% | -23.3% | -12.8% |
| 6M | +32.7% | +4.6% | +28.1% | +29.3% |
| YTD | +19.2% | +10.1% | +9.1% | +13.7% |
| 1Y | +2.4% | +2.1% | +0.3% | 0.0% |
| 3Y | -25.6% | +9.8% | -35.5% | -31.4% |
| 5Y | -53.4% | -15.4% | -38.1% | -52.6% |
| 10Y | +23.2% | +129.4% | -106.2% | -18.6% |
| All | +1,014.1% | +969.7% | +44.4% | +269.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling