+7.0%
WMT vs SWKS
+4.6%
+2.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.2% |
| 7D | +3.9% | +12.5% | -8.6% | +3.9% |
| 30D | -4.4% | +10.5% | -14.9% | -4.4% |
| 3M | -8.8% | -7.4% | -1.4% | -8.7% |
| 6M | -15.6% | +32.7% | -48.3% | -15.9% |
| YTD | -3.2% | +19.2% | -22.4% | -3.7% |
| 1Y | +7.0% | +2.4% | +4.7% | +6.2% |
| All | +7.0% | +4.6% | +2.4% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 1y: compounded portfolio wealth divided by compounded SWKS 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…
1y analysis · Full analysis span regression · 6 months rolling