+133.9%
WMT vs SWK
+54.4%
+79.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +0.6% | +11.3% | -10.7% | -0.4% |
| 30D | +12.8% | +31.5% | -18.7% | +10.2% |
| 3M | +11.7% | +14.4% | -2.7% | +10.3% |
| 6M | -3.5% | +46.4% | -49.9% | -6.6% |
| YTD | +13.4% | +61.6% | -48.2% | +8.5% |
| 1Y | +23.6% | +78.7% | -55.1% | +17.3% |
| 3Y | +133.9% | +54.4% | +79.5% | +117.8% |
| All | +133.9% | +54.4% | +79.5% | +117.8% |
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