+583.6%
WDC vs SWKS
+33.1%
+550.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -2.1% |
| 7D | -28.0% | -6.2% | -21.8% | -25.0% |
| 30D | -34.9% | -1.5% | -33.5% | -34.2% |
| 3M | -41.6% | +23.0% | -64.5% | -49.9% |
| 6M | -45.4% | +27.6% | -73.0% | -54.7% |
| YTD | +53.3% | +32.3% | +21.0% | +21.0% |
| 1Y | +61.5% | +20.1% | +41.4% | +35.0% |
| 3Y | +712.3% | +0.6% | +711.7% | +582.3% |
| 5Y | +524.2% | -42.3% | +566.5% | +644.9% |
| All | +583.6% | +33.1% | +550.5% | +360.9% |
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