+1,458.7%
DIS vs SWKS
+8,307.4%
-6,848.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.3% | -2.1% |
| 7D | -2.6% | +12.5% | -15.1% | -3.9% |
| 30D | +3.5% | +10.5% | -7.0% | +2.2% |
| 3M | +6.8% | -7.4% | +14.2% | +7.4% |
| 6M | +3.0% | +32.7% | -29.7% | -1.3% |
| YTD | -6.7% | +19.2% | -25.9% | -9.6% |
| 1Y | -10.1% | +2.4% | -12.5% | -11.5% |
| 3Y | +33.0% | -25.6% | +58.7% | +33.8% |
| 5Y | -40.0% | -53.4% | +13.4% | -36.7% |
| 10Y | +21.1% | +23.2% | -2.1% | +13.0% |
| All | +1,458.7% | +8,307.4% | -6,848.7% | +788.8% |
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