+273.1%
WAB vs SWK
+30.0%
+243.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.6% | -3.0% | -4.4% |
| 7D | -2.5% | +11.3% | -13.7% | -7.6% |
| 30D | -4.4% | +28.1% | -32.4% | -15.4% |
| 3M | -5.9% | +12.6% | -18.5% | -11.8% |
| 6M | +5.9% | +51.7% | -45.8% | -14.4% |
| YTD | +30.9% | +60.0% | -29.0% | +2.2% |
| 1Y | +35.8% | +72.7% | -36.9% | +2.0% |
| 3Y | +154.0% | +46.3% | +107.7% | +93.5% |
| 5Y | +203.9% | -24.6% | +228.5% | +219.3% |
| All | +273.1% | +30.0% | +243.1% | +172.7% |
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