+113.2%
WDC vs SWKS
+14.2%
+99.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.9% | -3.9% | -6.0% |
| 7D | -18.3% | -4.9% | -13.4% | -17.1% |
| 30D | -26.7% | -1.2% | -25.5% | -26.3% |
| 3M | -40.9% | +24.2% | -65.1% | -45.7% |
| 6M | -26.8% | +21.5% | -48.2% | -31.8% |
| YTD | +88.2% | +33.5% | +54.7% | +79.4% |
| 1Y | +113.2% | +18.9% | +94.3% | +110.6% |
| All | +113.2% | +14.2% | +99.0% | +110.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling