+266.3%
WMB vs SWKS
+31.8%
+234.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.5% |
| 7D | -6.9% | -3.1% | -3.8% | -6.3% |
| 30D | -7.2% | +8.3% | -15.5% | -8.6% |
| 3M | -5.4% | +20.2% | -25.7% | -9.7% |
| 6M | -4.9% | +24.9% | -29.8% | -10.9% |
| YTD | +14.7% | +33.2% | -18.5% | +5.0% |
| 1Y | +14.7% | +23.6% | -8.9% | +6.7% |
| 3Y | +116.4% | +1.3% | +115.1% | +100.2% |
| 5Y | +198.5% | -40.6% | +239.1% | +209.6% |
| 10Y | +266.3% | +35.3% | +231.0% | +181.7% |
| All | +266.3% | +31.8% | +234.4% | +181.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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