+5,376.0%
WMB vs SWK
+1,275.2%
+4,100.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +0.6% | -0.4% | +1.0% | +0.7% |
| 30D | +3.3% | -5.7% | +9.0% | +5.6% |
| 3M | +3.1% | +24.1% | -20.9% | -6.5% |
| 6M | -0.7% | +24.7% | -25.4% | -11.2% |
| YTD | +25.2% | +33.9% | -8.8% | +7.8% |
| 1Y | +32.9% | +34.7% | -1.8% | +13.0% |
| 3Y | +140.6% | +15.3% | +125.3% | +102.5% |
| 5Y | +273.5% | -39.3% | +312.7% | +294.3% |
| 10Y | +334.2% | +2.5% | +331.7% | +237.5% |
| All | +5,376.0% | +1,275.2% | +4,100.8% | +1,423.1% |
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