+132.3%
WMT vs SWK
-38.7%
+171.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | +3.9% | -0.4% | +4.4% | +4.0% |
| 30D | -4.4% | -5.7% | +1.3% | -3.9% |
| 3M | -8.8% | +24.1% | -32.9% | -11.0% |
| 6M | -15.6% | +24.7% | -40.3% | -17.9% |
| YTD | -3.2% | +33.9% | -37.2% | -6.7% |
| 1Y | +7.0% | +34.7% | -27.6% | +3.0% |
| 3Y | +105.3% | +15.3% | +90.0% | +96.1% |
| All | +132.3% | -38.7% | +171.1% | +130.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling