+50.8%
SWKS vs WAB
+266.7%
-215.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | +9.4% | +5.1% | +4.4% | +6.4% |
| 30D | +17.0% | +4.0% | +13.0% | +14.1% |
| 3M | +28.9% | +0.1% | +28.8% | +28.2% |
| 6M | +33.1% | +12.8% | +20.4% | +23.3% |
| YTD | +44.8% | +40.1% | +4.7% | +18.4% |
| 1Y | +36.2% | +46.4% | -10.2% | +8.8% |
| 3Y | +11.5% | +167.4% | -155.9% | -35.3% |
| 5Y | -37.1% | +215.0% | -252.1% | -66.4% |
| All | +50.8% | +266.7% | -215.8% | -38.6% |
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