+23.7%
WMT vs SWK
+79.5%
-55.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.2% |
| 7D | -1.6% | +10.7% | -12.3% | -2.7% |
| 30D | +12.9% | +33.3% | -20.5% | +10.1% |
| 3M | +12.6% | +14.7% | -2.1% | +10.9% |
| 6M | -3.4% | +48.5% | -51.9% | -6.5% |
| YTD | +13.5% | +63.9% | -50.4% | +7.5% |
| All | +23.7% | +79.5% | -55.8% | +16.5% |
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