+423.4%
WMT vs SWK
-0.2%
+423.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -0.6% |
| 7D | +0.1% | -0.7% | +0.9% | +0.2% |
| 30D | -5.0% | -9.7% | +4.7% | -3.7% |
| 3M | -11.3% | +19.5% | -30.7% | -13.6% |
| 6M | -13.8% | +26.0% | -39.8% | -16.8% |
| YTD | -4.2% | +29.1% | -33.3% | -8.0% |
| 1Y | +4.6% | +23.7% | -19.1% | +0.7% |
| 3Y | +100.5% | +15.3% | +85.2% | +90.5% |
| 5Y | +129.7% | -40.6% | +170.3% | +136.6% |
| 10Y | +423.4% | -0.1% | +423.5% | +384.4% |
| All | +423.4% | -0.2% | +423.6% | +384.4% |
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 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