-31.9%
DIS vs SWKS
-42.6%
+10.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | +5.2% | -6.2% | +11.4% | +6.8% |
| 30D | +11.5% | -1.5% | +12.9% | +11.6% |
| 3M | +11.5% | +23.0% | -11.4% | +3.9% |
| 6M | +8.9% | +27.6% | -18.7% | -1.6% |
| YTD | +3.4% | +32.3% | -28.9% | -9.0% |
| 1Y | +7.2% | +20.1% | -12.9% | -2.7% |
| 3Y | +43.3% | +0.6% | +42.7% | +25.5% |
| All | -31.9% | -42.6% | +10.7% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling