-0.6%
SWKS vs WAB
+153.1%
-153.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.6% | +3.5% | +1.6% |
| 7D | -9.2% | -2.5% | -6.7% | -7.9% |
| 30D | -1.9% | -4.4% | +2.4% | +0.5% |
| 3M | +21.2% | -5.9% | +27.1% | +25.4% |
| 6M | +12.9% | +5.9% | +6.9% | +6.2% |
| YTD | +30.7% | +30.9% | -0.2% | +3.5% |
| 1Y | +14.1% | +35.8% | -21.7% | -12.3% |
| All | -0.6% | +153.1% | -153.7% | -52.4% |
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