-53.0%
SWKS vs WSM
+179.2%
-232.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +2.7% |
| 7D | +12.5% | -3.3% | +15.8% | +13.9% |
| 30D | +10.5% | -8.4% | +18.9% | +14.2% |
| 3M | -7.4% | +9.7% | -17.0% | -10.9% |
| 6M | +32.7% | +16.7% | +16.0% | +23.8% |
| YTD | +19.2% | +28.7% | -9.5% | +6.6% |
| 1Y | +2.4% | +13.7% | -11.3% | -4.0% |
| 3Y | -25.6% | +230.1% | -255.7% | -56.7% |
| All | -53.0% | +179.2% | -232.2% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling