+1,856.9%
SWKS vs WAB
+4,092.2%
-2,235.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.2% |
| 7D | +12.5% | -3.2% | +15.7% | +14.2% |
| 30D | +10.5% | -4.4% | +14.9% | +12.7% |
| 3M | -7.4% | +7.9% | -15.3% | -11.1% |
| 6M | +32.7% | +8.7% | +24.0% | +26.3% |
| YTD | +19.2% | +33.0% | -13.8% | +3.3% |
| 1Y | +2.4% | +46.7% | -44.3% | -15.2% |
| 3Y | -25.6% | +153.0% | -178.6% | -52.1% |
| 5Y | -53.4% | +222.3% | -275.7% | -73.1% |
| 10Y | +23.2% | +291.0% | -267.8% | -40.2% |
| All | +1,856.9% | +4,092.2% | -2,235.3% | +219.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling