+135.7%
WMT vs SWK
+46.0%
+89.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | +1.6% | +11.0% | -9.4% | +0.7% |
| 30D | +16.1% | +30.1% | -14.0% | +13.6% |
| 3M | +12.3% | +14.7% | -2.4% | +10.9% |
| 6M | -3.1% | +44.5% | -47.6% | -6.1% |
| YTD | +13.4% | +59.4% | -46.0% | +8.6% |
| 1Y | +24.5% | +77.5% | -53.0% | +18.1% |
| 3Y | +135.7% | +49.5% | +86.2% | +119.8% |
| All | +135.7% | +46.0% | +89.7% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling