+31.3%
ABNB vs SWK
-21.0%
+52.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.4% | +12.0% | +11.8% |
| 7D | +15.6% | +11.0% | +4.5% | +10.3% |
| 30D | +18.3% | +30.1% | -11.8% | +5.3% |
| 3M | +25.3% | +14.7% | +10.6% | +17.8% |
| 6M | +35.8% | +44.5% | -8.7% | +14.7% |
| YTD | +40.0% | +59.4% | -19.4% | +11.6% |
| 1Y | +57.6% | +77.5% | -19.9% | +19.3% |
| 3Y | +60.8% | +49.5% | +11.3% | +23.8% |
| 5Y | -5.8% | -24.9% | +19.1% | -10.5% |
| All | +31.3% | -21.0% | +52.3% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling