+660.4%
WDC vs SWKS
+31.8%
+628.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -16.7% | -3.1% | -13.6% | -14.9% |
| 30D | -27.2% | +8.3% | -35.5% | -30.1% |
| 3M | -34.0% | +20.2% | -54.2% | -42.5% |
| 6M | -39.7% | +24.9% | -64.6% | -49.4% |
| YTD | +68.1% | +33.2% | +34.9% | +32.2% |
| 1Y | +66.3% | +23.6% | +42.7% | +36.7% |
| 3Y | +754.4% | +1.3% | +753.2% | +616.2% |
| 5Y | +595.8% | -40.6% | +636.4% | +715.1% |
| 10Y | +660.4% | +35.3% | +625.1% | +410.4% |
| All | +660.4% | +31.8% | +628.6% | +410.4% |
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