+1,221.5%
WDC vs SWKS
+25.6%
+1,196.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.5% | +2.3% | +3.8% |
| 7D | +1.7% | +12.5% | -10.8% | -5.2% |
| 30D | -10.0% | +10.5% | -20.5% | -15.7% |
| 3M | -18.8% | -7.4% | -11.4% | -15.4% |
| 6M | +79.0% | +32.7% | +46.4% | +46.8% |
| YTD | +171.6% | +19.2% | +152.4% | +134.1% |
| 1Y | +417.4% | +2.4% | +415.0% | +382.4% |
| 3Y | +1,251.8% | -25.6% | +1,277.4% | +1,316.5% |
| 5Y | +911.7% | -53.4% | +965.1% | +1,315.7% |
| All | +1,221.5% | +25.6% | +1,196.0% | +852.6% |
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 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