-36.7%
SWK vs WSM
+179.2%
-215.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | -0.1% |
| 7D | -0.4% | -3.3% | +2.8% | +1.1% |
| 30D | -5.7% | -8.4% | +2.7% | -1.9% |
| 3M | +24.1% | +9.7% | +14.4% | +19.3% |
| 6M | +24.7% | +16.7% | +8.0% | +16.6% |
| YTD | +33.9% | +28.7% | +5.3% | +20.0% |
| 1Y | +34.7% | +13.7% | +21.0% | +27.1% |
| 3Y | +15.3% | +230.1% | -214.8% | -33.8% |
| All | -36.7% | +179.2% | -215.8% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling