+9,012.0%
WMT vs SWK
+1,275.2%
+7,736.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +3.9% | -0.4% | +4.4% | +4.0% |
| 30D | -4.4% | -5.7% | +1.3% | -3.3% |
| 3M | -8.8% | +24.1% | -32.9% | -13.3% |
| 6M | -15.6% | +24.7% | -40.3% | -20.2% |
| YTD | -3.2% | +33.9% | -37.2% | -10.1% |
| 1Y | +7.0% | +34.7% | -27.6% | -1.2% |
| 3Y | +105.3% | +15.3% | +90.0% | +89.4% |
| 5Y | +129.3% | -39.3% | +168.5% | +137.9% |
| 10Y | +423.9% | +2.5% | +421.4% | +346.5% |
| All | +9,012.0% | +1,275.2% | +7,736.8% | +2,588.2% |
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