+8,981.9%
SWKS vs WM
+28,817.6%
-19,835.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.4% |
| 7D | -4.9% | +5.9% | -10.9% | -6.5% |
| 30D | -1.2% | +15.4% | -16.6% | -5.3% |
| 3M | +24.2% | +6.3% | +17.8% | +21.6% |
| 6M | +21.5% | +5.6% | +15.9% | +18.5% |
| YTD | +33.5% | +9.9% | +23.6% | +28.5% |
| 1Y | +18.9% | +20.8% | -1.9% | +11.3% |
| 3Y | +0.4% | +48.5% | -48.1% | -12.2% |
| 5Y | -44.3% | +60.6% | -104.9% | -52.7% |
| 10Y | +37.1% | +349.8% | -312.6% | -12.2% |
| All | +8,981.9% | +28,817.6% | -19,835.7% | +3,620.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling