+198.5%
WMB vs SWK
-25.5%
+224.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.7% |
| 7D | -6.9% | +11.3% | -18.2% | -8.0% |
| 30D | -7.2% | +31.5% | -38.6% | -10.1% |
| 3M | -5.4% | +14.4% | -19.9% | -7.0% |
| 6M | -4.9% | +46.4% | -51.3% | -9.5% |
| YTD | +14.7% | +61.6% | -46.9% | +7.1% |
| 1Y | +14.7% | +78.7% | -64.0% | +5.5% |
| 3Y | +116.4% | +54.4% | +62.0% | +97.6% |
| 5Y | +198.5% | -25.3% | +223.8% | +197.4% |
| All | +198.5% | -25.5% | +224.0% | +197.4% |
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