+25.9%
SWKS vs WM
+306.5%
-280.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.8% | +4.1% |
| 7D | +12.5% | -0.3% | +12.8% | +12.6% |
| 30D | +10.5% | -2.4% | +12.9% | +11.6% |
| 3M | -7.4% | +0.4% | -7.8% | -8.7% |
| 6M | +32.7% | -9.5% | +42.1% | +37.6% |
| YTD | +19.2% | +0.5% | +18.7% | +16.8% |
| 1Y | +2.4% | -1.1% | +3.5% | +0.7% |
| 3Y | -25.6% | +46.0% | -71.7% | -43.0% |
| 5Y | -53.4% | +51.8% | -105.2% | -65.9% |
| All | +25.9% | +306.5% | -280.6% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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