+553.7%
WDC vs SWKS
-41.2%
+594.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -16.7% | -3.1% | -13.6% | -15.3% |
| 30D | -27.2% | +8.3% | -35.5% | -29.6% |
| 3M | -34.0% | +20.2% | -54.2% | -41.1% |
| 6M | -39.7% | +24.9% | -64.6% | -47.7% |
| YTD | +68.1% | +33.2% | +34.9% | +38.3% |
| 1Y | +66.3% | +23.6% | +42.7% | +42.2% |
| 3Y | +754.4% | +1.3% | +753.2% | +633.8% |
| All | +553.7% | -41.2% | +594.9% | +632.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling