+49.5%
SWK vs WSM
+245.0%
-195.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.5% |
| 7D | +11.0% | +0.5% | +10.5% | +11.0% |
| 30D | +30.1% | +6.0% | +24.1% | +26.7% |
| 3M | +14.7% | +3.2% | +11.4% | +13.0% |
| 6M | +44.5% | +37.1% | +7.4% | +24.7% |
| YTD | +59.4% | +44.2% | +15.2% | +34.9% |
| 1Y | +77.5% | +34.2% | +43.3% | +54.8% |
| 3Y | +49.5% | +249.3% | -199.8% | -17.9% |
| All | +49.5% | +245.0% | -195.6% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling