+63.3%
WM vs SWK
-25.4%
+88.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.3% |
| 7D | +4.5% | +11.3% | -6.8% | +4.0% |
| 30D | +16.1% | +28.1% | -12.0% | +15.0% |
| 3M | +8.0% | +12.6% | -4.6% | +7.4% |
| 6M | +8.4% | +51.7% | -43.3% | +6.6% |
| YTD | +11.2% | +60.0% | -48.7% | +9.0% |
| 1Y | +22.3% | +72.7% | -50.4% | +19.4% |
| 3Y | +50.2% | +46.3% | +3.9% | +45.9% |
| 5Y | +63.3% | -24.6% | +87.9% | +79.2% |
| All | +63.3% | -25.4% | +88.7% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling