-29.9%
SWK vs WSM
+163.9%
-193.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | -0.5% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +25.5% | +5.1% | +20.4% | +22.8% |
| 3M | +11.8% | +5.1% | +6.7% | +9.3% |
| 6M | +48.7% | +48.6% | +0.1% | +24.4% |
| YTD | +57.2% | +44.2% | +13.0% | +33.6% |
| 1Y | +75.3% | +38.1% | +37.2% | +51.8% |
| 3Y | +51.9% | +257.2% | -205.3% | -15.6% |
| All | -29.9% | +163.9% | -193.8% | -60.7% |
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