+10,575.1%
WMT vs SWK
+1,536.3%
+9,038.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | +1.6% | +11.0% | -9.4% | -0.7% |
| 30D | +16.1% | +30.1% | -14.0% | +9.6% |
| 3M | +12.3% | +14.7% | -2.4% | +8.8% |
| 6M | -3.1% | +44.5% | -47.6% | -11.1% |
| YTD | +13.4% | +59.4% | -46.0% | +1.3% |
| 1Y | +24.5% | +77.5% | -53.0% | +8.4% |
| 3Y | +135.7% | +49.5% | +86.2% | +105.5% |
| 5Y | +166.8% | -24.9% | +191.7% | +164.2% |
| 10Y | +543.5% | +31.8% | +511.7% | +417.3% |
| All | +10,575.1% | +1,536.3% | +9,038.8% | +2,929.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling