+1,122.3%
SWKS vs AWK
+1,058.8%
+63.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -3.9% | -2.7% |
| 7D | -9.2% | +7.2% | -16.4% | -11.5% |
| 30D | -1.9% | +19.0% | -20.9% | -8.1% |
| 3M | +21.2% | +14.4% | +6.9% | +15.1% |
| 6M | +12.9% | +22.6% | -9.7% | +3.9% |
| YTD | +30.7% | +19.2% | +11.5% | +20.8% |
| 1Y | +14.1% | +19.6% | -5.4% | +5.2% |
| 3Y | -1.7% | +26.1% | -27.8% | -14.1% |
| 5Y | -43.0% | +0.1% | -43.1% | -45.7% |
| 10Y | +34.3% | +163.3% | -129.0% | -16.0% |
| All | +1,122.3% | +1,058.8% | +63.5% | +292.2% |
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