+32.4%
SWKS vs WAB
+305.5%
-273.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.4% | -2.0% |
| 7D | -2.7% | +4.0% | -6.7% | -4.9% |
| 30D | +8.5% | +4.5% | +4.0% | +5.6% |
| 3M | +17.3% | +2.3% | +15.0% | +15.3% |
| 6M | +25.1% | +12.5% | +12.6% | +16.1% |
| YTD | +33.3% | +40.2% | -6.8% | +9.2% |
| 1Y | +22.9% | +45.2% | -22.3% | -1.3% |
| 3Y | +5.5% | +171.8% | -166.3% | -39.1% |
| 5Y | -41.9% | +217.6% | -259.5% | -69.0% |
| 10Y | +32.4% | +285.3% | -252.9% | -44.1% |
| All | +32.4% | +305.5% | -273.0% | -44.1% |
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