+770.0%
WDC vs SWKS
+11.3%
+758.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.9% | -5.0% |
| 7D | +12.1% | +9.4% | +2.7% | +8.5% |
| 30D | -18.8% | +17.0% | -35.8% | -23.0% |
| 3M | -39.3% | +28.9% | -68.2% | -45.7% |
| 6M | -40.1% | +33.1% | -73.3% | -47.4% |
| YTD | +71.8% | +44.8% | +27.0% | +44.4% |
| 1Y | +88.5% | +36.2% | +52.3% | +62.3% |
| 3Y | +770.0% | +11.5% | +758.5% | +626.7% |
| All | +770.0% | +11.3% | +758.7% | +626.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling