+17,845.4%
WDC vs SWKS
+8,307.4%
+9,538.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.5% | +2.3% | +5.0% |
| 7D | +1.7% | +12.5% | -10.8% | -1.3% |
| 30D | -10.0% | +10.5% | -20.5% | -12.4% |
| 3M | -18.8% | -7.4% | -11.4% | -17.1% |
| 6M | +79.0% | +32.7% | +46.4% | +65.7% |
| YTD | +171.6% | +19.2% | +152.4% | +156.9% |
| 1Y | +417.4% | +2.4% | +415.0% | +406.5% |
| 3Y | +1,251.8% | -25.6% | +1,277.4% | +1,305.9% |
| 5Y | +911.7% | -53.4% | +965.1% | +1,082.7% |
| 10Y | +1,399.6% | +23.2% | +1,376.5% | +1,322.8% |
| All | +17,845.4% | +8,307.4% | +9,538.0% | +4,329.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling