+180.2%
WMB vs SWKS
-44.4%
+224.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.1% | -3.3% | -5.1% |
| 7D | -14.2% | -9.2% | -5.0% | -13.2% |
| 30D | -11.2% | -1.9% | -9.3% | -11.0% |
| 3M | -9.9% | +21.2% | -31.1% | -12.3% |
| 6M | -14.4% | +12.9% | -27.2% | -16.4% |
| YTD | +9.2% | +30.7% | -21.5% | +4.2% |
| 1Y | +15.1% | +14.1% | +0.9% | +11.8% |
| 3Y | +99.2% | -1.7% | +100.9% | +90.3% |
| 5Y | +180.2% | -43.0% | +223.2% | +177.1% |
| All | +180.2% | -44.4% | +224.7% | +177.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling