+18.3%
DIS vs SWKS
+21.4%
-3.1%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +3.9% |
| 7D | +9.1% | -4.9% | +14.0% | +8.7% |
| 30D | +14.8% | -1.2% | +16.0% | +14.7% |
| 3M | +21.2% | +24.2% | -3.0% | +23.5% |
| 6M | +18.3% | +21.5% | -3.2% | +22.2% |
| All | +18.3% | +21.4% | -3.1% | +22.2% |
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