+18.9%
SWKS vs WAB
+46.5%
-27.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.4% |
| 7D | -4.9% | +4.5% | -9.5% | -6.8% |
| 30D | -1.2% | +1.1% | -2.2% | -1.7% |
| 3M | +24.2% | -1.3% | +25.4% | +24.6% |
| 6M | +21.5% | +12.7% | +8.7% | +13.0% |
| YTD | +33.5% | +38.7% | -5.2% | +2.6% |
| 1Y | +18.9% | +44.9% | -26.0% | -12.5% |
| All | +18.9% | +46.5% | -27.6% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling