+32.1%
SWKS vs WM
+339.4%
-307.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +2.1% |
| 7D | -6.2% | +1.2% | -7.4% | -6.8% |
| 30D | -1.5% | +13.1% | -14.6% | -7.2% |
| 3M | +23.0% | +3.6% | +19.3% | +20.3% |
| 6M | +27.6% | +8.1% | +19.5% | +20.8% |
| YTD | +32.3% | +8.9% | +23.4% | +24.5% |
| 1Y | +20.1% | +20.3% | -0.2% | +6.9% |
| 3Y | +0.6% | +46.2% | -45.5% | -21.8% |
| 5Y | -42.3% | +59.9% | -102.2% | -58.5% |
| All | +32.1% | +339.4% | -307.3% | -48.5% |
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