+29.5%
SWK vs WSM
+1,313.8%
-1,284.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.2% | +1.5% |
| 7D | +10.7% | +0.9% | +9.8% | +10.5% |
| 30D | +33.3% | +8.6% | +24.8% | +29.0% |
| 3M | +14.7% | +4.2% | +10.4% | +12.7% |
| 6M | +48.5% | +44.6% | +3.9% | +27.3% |
| YTD | +63.9% | +48.5% | +15.4% | +39.2% |
| 1Y | +80.4% | +34.7% | +45.7% | +59.5% |
| 3Y | +58.1% | +271.0% | -212.9% | -11.0% |
| 5Y | -24.5% | +180.9% | -205.4% | -54.8% |
| 10Y | +29.5% | +1,235.4% | -1,205.9% | -62.5% |
| All | +29.5% | +1,313.8% | -1,284.4% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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