+26,336.4%
WM vs SWK
+1,275.2%
+25,061.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | -2.4% | -5.7% | +3.4% | -1.2% |
| 3M | +0.4% | +24.1% | -23.6% | -4.7% |
| 6M | -9.5% | +24.7% | -34.2% | -14.7% |
| YTD | +0.5% | +33.9% | -33.4% | -7.1% |
| 1Y | -1.1% | +34.7% | -35.8% | -9.1% |
| 3Y | +46.0% | +15.3% | +30.8% | +33.3% |
| 5Y | +51.8% | -39.3% | +91.1% | +57.5% |
| 10Y | +307.5% | +2.5% | +305.0% | +250.1% |
| All | +26,336.4% | +1,275.2% | +25,061.2% | +14,407.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling