+144.0%
WDAY vs SWKS
+49.3%
+94.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.1% |
| 7D | +1.8% | +9.4% | -7.6% | -1.6% |
| 30D | +4.1% | +17.0% | -12.9% | -2.1% |
| 3M | -4.8% | +28.9% | -33.8% | -15.5% |
| 6M | +68.6% | +33.1% | +35.5% | +43.9% |
| YTD | -8.5% | +44.8% | -53.3% | -26.3% |
| 1Y | -12.1% | +36.2% | -48.3% | -27.5% |
| 3Y | -13.2% | +11.5% | -24.7% | -28.8% |
| 5Y | -33.7% | -37.1% | +3.3% | -30.0% |
| All | +144.0% | +49.3% | +94.7% | +70.7% |
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