+125.4%
WDAY vs SWKS
+33.1%
+92.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -4.1% |
| 7D | -2.5% | -6.2% | +3.7% | -0.3% |
| 30D | +4.7% | -1.5% | +6.2% | +4.9% |
| 3M | +13.3% | +23.0% | -9.7% | +2.4% |
| 6M | +57.3% | +27.6% | +29.7% | +35.7% |
| YTD | -10.2% | +32.3% | -42.5% | -25.1% |
| 1Y | -14.1% | +20.1% | -34.2% | -25.5% |
| 3Y | -11.7% | +0.6% | -12.3% | -24.6% |
| 5Y | -33.5% | -42.3% | +8.8% | -27.4% |
| All | +125.4% | +33.1% | +92.3% | +62.8% |
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