+203.9%
WAB vs SWK
-25.4%
+229.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.7% |
| 3M | -5.9% | +12.6% | -18.5% | -10.3% |
| 6M | +5.9% | +51.7% | -45.8% | -9.6% |
| YTD | +30.9% | +60.0% | -29.0% | +9.0% |
| 1Y | +35.8% | +72.7% | -36.9% | +10.0% |
| 3Y | +154.0% | +46.3% | +107.7% | +107.9% |
| 5Y | +203.9% | -24.6% | +228.5% | +215.2% |
| All | +203.9% | -25.4% | +229.3% | +215.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling