+23.8%
SWKS vs WAB
+45.2%
-21.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.4% | -1.4% |
| 7D | -2.7% | +4.0% | -6.7% | -4.4% |
| 30D | +8.5% | +4.5% | +4.0% | +6.3% |
| 3M | +17.3% | +2.3% | +15.0% | +15.8% |
| 6M | +25.1% | +12.5% | +12.6% | +16.9% |
| YTD | +33.3% | +40.2% | -6.8% | +1.8% |
| All | +23.8% | +45.2% | -21.5% | -7.1% |
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 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