-10.9%
WBD vs SWKS
+15.2%
-26.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.1% |
| 7D | +6.7% | -6.7% | +13.4% | +9.3% |
| 30D | +19.3% | -4.5% | +23.8% | +20.9% |
| 3M | +78.9% | +9.6% | +69.3% | +71.6% |
| 6M | +171.9% | +13.3% | +158.7% | +156.5% |
| YTD | +115.3% | -14.6% | +130.0% | +120.2% |
| 1Y | +177.2% | -13.9% | +191.1% | +182.2% |
| 3Y | +118.2% | -8.6% | +126.8% | +113.8% |
| 5Y | +6.2% | -44.4% | +50.6% | +15.4% |
| All | -10.9% | +15.2% | -26.1% | -23.0% |
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