+123.9%
WDAY vs SWKS
+37.5%
+86.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | -4.0% | -2.7% | -1.2% | -3.1% |
| 30D | +1.9% | +8.5% | -6.5% | -1.3% |
| 3M | +5.9% | +17.3% | -11.4% | -2.6% |
| 6M | +48.8% | +25.1% | +23.7% | +29.5% |
| YTD | -11.4% | +33.3% | -44.8% | -26.4% |
| 1Y | -15.5% | +22.9% | -38.4% | -27.4% |
| 3Y | -15.6% | +5.5% | -21.2% | -29.6% |
| 5Y | -35.2% | -41.9% | +6.7% | -29.4% |
| 10Y | +123.9% | +32.4% | +91.4% | +61.3% |
| All | +123.9% | +37.5% | +86.3% | +61.3% |
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