+8,007.1%
SWKS vs WSM
+34,755.7%
-26,748.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +3.0% |
| 7D | +12.5% | -3.3% | +15.8% | +13.5% |
| 30D | +10.5% | -8.4% | +18.9% | +13.0% |
| 3M | -7.4% | +9.7% | -17.0% | -9.8% |
| 6M | +32.7% | +16.7% | +16.0% | +26.6% |
| YTD | +19.2% | +28.7% | -9.5% | +10.7% |
| 1Y | +2.4% | +13.7% | -11.3% | -1.8% |
| 3Y | -25.6% | +230.1% | -255.7% | -47.5% |
| 5Y | -53.4% | +179.0% | -232.4% | -66.5% |
| 10Y | +23.2% | +1,002.5% | -979.4% | -41.5% |
| All | +8,007.1% | +34,755.7% | -26,748.5% | +1,833.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling