+289.4%
WAB vs SWK
+2.4%
+287.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -3.2% | -0.4% | -2.8% | -3.0% |
| 30D | -4.4% | -5.7% | +1.3% | -1.8% |
| 3M | +7.9% | +24.1% | -16.2% | -3.4% |
| 6M | +8.7% | +24.7% | -16.0% | -3.3% |
| YTD | +33.0% | +33.9% | -1.0% | +13.7% |
| 1Y | +46.7% | +34.7% | +12.0% | +24.1% |
| 3Y | +153.0% | +15.3% | +137.7% | +117.5% |
| 5Y | +222.3% | -39.3% | +261.6% | +279.1% |
| All | +289.4% | +2.4% | +287.0% | +211.5% |
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