+32.1%
SWKS vs WSM
+1,223.7%
-1,191.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.8% |
| 7D | -6.2% | +0.5% | -6.7% | -6.6% |
| 30D | -1.5% | +6.0% | -7.5% | -3.7% |
| 3M | +23.0% | +3.2% | +19.7% | +20.8% |
| 6M | +27.6% | +37.1% | -9.5% | +13.0% |
| YTD | +32.3% | +44.2% | -11.9% | +14.3% |
| 1Y | +20.1% | +34.2% | -14.1% | +6.3% |
| 3Y | +0.6% | +249.3% | -248.6% | -38.5% |
| 5Y | -42.3% | +169.3% | -211.6% | -63.3% |
| All | +32.1% | +1,223.7% | -1,191.6% | -52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling