-1.3%
WMT vs SWKS
+32.5%
-33.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.0% | -5.9% | +0.3% |
| 7D | -2.7% | +5.7% | -8.4% | -2.5% |
| 30D | +11.1% | +17.3% | -6.2% | +11.7% |
| 3M | +11.2% | +28.3% | -17.0% | +12.0% |
| 6M | -1.3% | +26.1% | -27.3% | -0.6% |
| All | -1.3% | +32.5% | -33.8% | -0.6% |
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 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