-36.5%
SWKS vs WSM
+163.9%
-200.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.6% |
| 7D | +9.4% | 0.0% | +9.4% | +9.3% |
| 30D | +17.0% | +5.1% | +11.9% | +14.3% |
| 3M | +28.9% | +5.1% | +23.8% | +25.4% |
| 6M | +33.1% | +48.6% | -15.5% | +12.8% |
| YTD | +44.8% | +44.2% | +0.6% | +22.9% |
| 1Y | +36.2% | +38.1% | -1.9% | +17.4% |
| 3Y | +11.5% | +257.2% | -245.7% | -37.6% |
| All | -36.5% | +163.9% | -200.5% | -63.2% |
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