+22.5%
WMT vs SWK
+76.3%
-53.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -2.7% | -2.3% | -0.4% | -2.5% |
| 30D | +11.1% | +30.4% | -19.3% | +8.6% |
| 3M | +11.2% | +12.1% | -0.9% | +9.7% |
| 6M | -1.3% | +49.1% | -50.3% | -4.5% |
| YTD | +13.5% | +60.4% | -46.9% | +7.7% |
| 1Y | +22.5% | +78.3% | -55.8% | +16.4% |
| All | +22.5% | +76.3% | -53.8% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling