+22.4%
SWK vs WSM
+1,226.6%
-1,204.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +11.3% | +3.1% | +8.2% | +10.1% |
| 30D | +31.5% | +8.5% | +23.0% | +27.2% |
| 3M | +14.4% | +4.6% | +9.8% | +12.3% |
| 6M | +46.4% | +44.5% | +1.9% | +25.6% |
| YTD | +61.6% | +48.4% | +13.1% | +37.3% |
| 1Y | +78.7% | +36.2% | +42.5% | +57.3% |
| 3Y | +54.4% | +268.8% | -214.4% | -12.7% |
| 5Y | -25.3% | +185.2% | -210.6% | -55.5% |
| 10Y | +22.4% | +1,175.8% | -1,153.5% | -63.4% |
| All | +22.4% | +1,226.6% | -1,204.2% | -63.4% |
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