+37.3%
WAB vs SWK
+71.8%
-34.5%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.6% | -3.0% | -4.7% |
| 7D | -2.5% | +11.3% | -13.7% | -6.3% |
| 30D | -4.4% | +28.1% | -32.4% | -13.2% |
| 3M | -5.9% | +12.6% | -18.5% | -10.1% |
| 6M | +5.9% | +51.7% | -45.8% | -11.8% |
| YTD | +30.9% | +60.0% | -29.0% | +3.0% |
| All | +37.3% | +71.8% | -34.5% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling