+11.6%
SWKS vs WSM
+255.1%
-243.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.5% | +7.2% | +4.2% |
| 7D | +10.9% | -3.2% | +14.0% | +11.9% |
| 30D | +17.6% | +4.6% | +12.9% | +15.3% |
| 3M | +29.2% | +2.4% | +26.8% | +27.2% |
| 6M | +37.0% | +43.7% | -6.7% | +18.9% |
| YTD | +44.9% | +42.1% | +2.8% | +25.2% |
| 1Y | +33.8% | +32.3% | +1.6% | +18.6% |
| All | +11.6% | +255.1% | -243.5% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling