+265.4%
WMB vs SWK
+30.0%
+235.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.6% | -2.7% | -4.6% |
| 7D | -14.2% | +11.3% | -25.4% | -17.3% |
| 30D | -11.2% | +28.1% | -39.3% | -18.2% |
| 3M | -9.9% | +12.6% | -22.5% | -13.8% |
| 6M | -14.4% | +51.7% | -66.1% | -26.0% |
| YTD | +9.2% | +60.0% | -50.7% | -8.4% |
| 1Y | +15.1% | +72.7% | -57.6% | -6.3% |
| 3Y | +99.2% | +46.3% | +52.9% | +61.2% |
| 5Y | +180.2% | -24.6% | +204.9% | +191.1% |
| All | +265.4% | +30.0% | +235.4% | +177.2% |
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 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