+10,587.9%
WMT vs SWKS
+9,854.4%
+733.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.0% | -5.9% | -0.3% |
| 7D | -2.7% | +5.7% | -8.4% | -3.1% |
| 30D | +11.1% | +17.3% | -6.2% | +9.9% |
| 3M | +11.2% | +28.3% | -17.0% | +9.1% |
| 6M | -1.3% | +26.1% | -27.3% | -3.4% |
| YTD | +13.5% | +41.1% | -27.6% | +10.0% |
| 1Y | +22.5% | +31.4% | -8.9% | +19.2% |
| 3Y | +134.1% | +7.3% | +126.8% | +128.0% |
| 5Y | +170.3% | -37.7% | +208.0% | +170.6% |
| 10Y | +525.5% | +46.0% | +479.5% | +482.0% |
| All | +10,587.9% | +9,854.4% | +733.5% | +6,150.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling