+1.3%
SWKS vs WAB
+175.0%
-173.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -1.3% |
| 7D | -3.1% | +4.0% | -7.2% | -5.8% |
| 30D | +8.3% | +6.3% | +2.0% | +3.6% |
| 3M | +20.2% | +3.3% | +17.0% | +17.0% |
| 6M | +24.9% | +14.5% | +10.5% | +12.1% |
| YTD | +33.2% | +42.7% | -9.5% | -0.4% |
| 1Y | +23.6% | +45.2% | -21.6% | -8.9% |
| 3Y | +1.3% | +173.8% | -172.5% | -53.5% |
| All | +1.3% | +175.0% | -173.8% | -53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling