+60.6%
WM vs SWK
-24.2%
+84.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +13.1% | -11.5% | +1.1% |
| 7D | +5.9% | +17.9% | -12.0% | +5.2% |
| 30D | +15.4% | +31.9% | -16.5% | +14.2% |
| 3M | +6.3% | +16.6% | -10.2% | +5.6% |
| 6M | +5.6% | +61.1% | -55.5% | +3.6% |
| YTD | +9.9% | +64.2% | -54.3% | +7.6% |
| 1Y | +20.8% | +85.2% | -64.4% | +17.6% |
| 3Y | +48.5% | +50.2% | -1.7% | +44.1% |
| 5Y | +60.6% | -22.8% | +83.4% | +76.2% |
| All | +60.6% | -24.2% | +84.8% | +76.2% |
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