-3.1%
WMT vs SWKS
+21.8%
-24.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.7% |
| 7D | +1.6% | -6.2% | +7.8% | +1.4% |
| 30D | +16.1% | -1.5% | +17.5% | +16.0% |
| 3M | +12.3% | +23.0% | -10.7% | +13.1% |
| 6M | -3.1% | +27.6% | -30.7% | -2.5% |
| All | -3.1% | +21.8% | -24.9% | -2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling