+2,047.0%
SWKS vs WAB
+4,027.3%
-1,980.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.6% | +3.5% | +0.6% |
| 7D | -9.2% | -2.5% | -6.7% | -8.2% |
| 30D | -1.9% | -4.4% | +2.4% | -0.2% |
| 3M | +21.2% | -5.9% | +27.1% | +24.3% |
| 6M | +12.9% | +5.9% | +6.9% | +8.8% |
| YTD | +30.7% | +30.9% | -0.2% | +13.9% |
| 1Y | +14.1% | +35.8% | -21.7% | -2.2% |
| 3Y | -1.7% | +154.0% | -155.7% | -36.9% |
| 5Y | -43.0% | +203.9% | -246.9% | -66.2% |
| 10Y | +34.3% | +286.7% | -252.4% | -34.5% |
| All | +2,047.0% | +4,027.3% | -1,980.3% | +252.0% |
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