-53.0%
SWKS vs WM
+52.1%
-105.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.8% | +3.8% |
| 7D | +12.5% | -0.3% | +12.8% | +12.6% |
| 30D | +10.5% | -2.4% | +12.9% | +11.0% |
| 3M | -7.4% | +0.4% | -7.8% | -8.2% |
| 6M | +32.7% | -9.5% | +42.1% | +35.6% |
| YTD | +19.2% | +0.5% | +18.7% | +17.8% |
| 1Y | +2.4% | -1.1% | +3.5% | +1.7% |
| 3Y | -25.6% | +46.0% | -71.7% | -35.9% |
| All | -53.0% | +52.1% | -105.2% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling