+34.7%
DIS vs SWKS
+31.5%
+3.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.9% |
| 7D | +5.7% | -9.2% | +14.9% | +8.3% |
| 30D | +12.7% | -1.9% | +14.6% | +13.0% |
| 3M | +15.2% | +21.2% | -6.0% | +7.6% |
| 6M | +17.6% | +12.9% | +4.7% | +9.7% |
| YTD | +3.8% | +30.7% | -26.9% | -8.1% |
| 1Y | +6.8% | +14.1% | -7.3% | -1.6% |
| 3Y | +42.1% | -1.7% | +43.8% | +28.9% |
| 5Y | -31.2% | -43.0% | +11.8% | -28.0% |
| All | +34.7% | +31.5% | +3.2% | +7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling