+23.0%
WMT vs SWKS
+33.5%
-10.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.4% |
| 7D | -1.2% | +10.9% | -12.1% | -1.1% |
| 30D | +12.4% | +17.6% | -5.2% | +12.5% |
| 3M | +9.0% | +29.2% | -20.2% | +8.9% |
| 6M | -3.0% | +37.0% | -39.9% | -3.2% |
| YTD | +14.0% | +44.9% | -30.9% | +13.3% |
| 1Y | +23.0% | +33.8% | -10.8% | +20.6% |
| All | +23.0% | +33.5% | -10.5% | +20.6% |
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