+345.7%
WM vs SWK
+30.0%
+315.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.6% |
| 7D | +4.5% | +11.3% | -6.8% | +2.7% |
| 30D | +16.1% | +28.1% | -12.0% | +11.6% |
| 3M | +8.0% | +12.6% | -4.6% | +5.8% |
| 6M | +8.4% | +51.7% | -43.3% | +1.0% |
| YTD | +11.2% | +60.0% | -48.7% | +2.1% |
| 1Y | +22.3% | +72.7% | -50.4% | +10.7% |
| 3Y | +50.2% | +46.3% | +3.9% | +35.3% |
| 5Y | +63.3% | -24.6% | +87.9% | +70.0% |
| All | +345.7% | +30.0% | +315.6% | +284.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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