+35.3%
SWKS vs WAB
+288.7%
-253.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -1.1% |
| 7D | -3.1% | +4.0% | -7.2% | -5.4% |
| 30D | +8.3% | +6.3% | +2.0% | +4.4% |
| 3M | +20.2% | +3.3% | +17.0% | +17.5% |
| 6M | +24.9% | +14.5% | +10.5% | +14.8% |
| YTD | +33.2% | +42.7% | -9.5% | +7.9% |
| 1Y | +23.6% | +45.2% | -21.6% | -0.8% |
| 3Y | +1.3% | +173.8% | -172.5% | -41.9% |
| 5Y | -40.6% | +223.8% | -264.4% | -68.7% |
| 10Y | +35.3% | +280.5% | -245.2% | -44.8% |
| All | +35.3% | +288.7% | -253.5% | -44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling