+523.5%
WMT vs SWK
+26.9%
+496.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | +0.6% | +11.3% | -10.7% | -0.9% |
| 30D | +12.8% | +31.5% | -18.7% | +8.8% |
| 3M | +11.7% | +14.4% | -2.7% | +9.6% |
| 6M | -3.5% | +46.4% | -49.9% | -8.5% |
| YTD | +13.4% | +61.6% | -48.2% | +5.7% |
| 1Y | +23.6% | +78.7% | -55.1% | +13.6% |
| 3Y | +133.9% | +54.4% | +79.5% | +113.8% |
| 5Y | +170.1% | -25.3% | +195.4% | +169.9% |
| 10Y | +523.5% | +22.4% | +501.1% | +477.0% |
| All | +523.5% | +26.9% | +496.6% | +477.0% |
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