+264.5%
WMB vs SWK
+29.6%
+234.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -13.8% | +11.0% | -24.8% | -16.9% |
| 30D | -10.3% | +30.1% | -40.4% | -17.7% |
| 3M | -10.1% | +14.7% | -24.7% | -14.4% |
| 6M | -11.8% | +44.5% | -56.3% | -22.6% |
| YTD | +8.9% | +59.4% | -50.4% | -8.6% |
| 1Y | +14.0% | +77.5% | -63.6% | -8.0% |
| 3Y | +100.5% | +49.5% | +51.1% | +60.8% |
| 5Y | +179.5% | -24.9% | +204.4% | +190.6% |
| All | +264.5% | +29.6% | +234.9% | +176.7% |
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