+642.9%
WDC vs SWKS
+49.3%
+593.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.9% | -4.9% |
| 7D | +12.1% | +9.4% | +2.7% | +6.6% |
| 30D | -18.8% | +17.0% | -35.8% | -25.3% |
| 3M | -39.3% | +28.9% | -68.2% | -49.2% |
| 6M | -40.1% | +33.1% | -73.3% | -51.5% |
| YTD | +71.8% | +44.8% | +27.0% | +28.9% |
| 1Y | +88.5% | +36.2% | +52.3% | +46.4% |
| 3Y | +770.0% | +11.5% | +758.5% | +589.4% |
| 5Y | +549.0% | -37.1% | +586.1% | +638.2% |
| All | +642.9% | +49.3% | +593.5% | +365.2% |
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