+12.7%
WBD vs SWKS
+25.6%
-12.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.6% |
| 7D | -1.8% | +12.5% | -14.3% | -5.8% |
| 30D | +8.8% | +10.5% | -1.7% | +4.9% |
| 3M | +4.6% | -7.4% | +12.0% | +6.2% |
| 6M | +1.1% | +32.7% | -31.6% | -11.6% |
| YTD | -2.0% | +19.2% | -21.1% | -11.5% |
| 1Y | +140.0% | +2.4% | +137.6% | +128.0% |
| 3Y | +144.4% | -25.6% | +170.0% | +147.4% |
| 5Y | -0.2% | -53.4% | +53.2% | +13.3% |
| All | +12.7% | +25.6% | -12.9% | -8.8% |
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 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