+10,177.4%
WDC vs SWKS
+9,124.1%
+1,053.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -2.1% | -15.3% | -16.8% |
| 7D | -32.3% | -9.2% | -23.1% | -30.5% |
| 30D | -34.9% | -1.9% | -33.0% | -34.5% |
| 3M | -48.4% | +21.2% | -69.7% | -51.4% |
| 6M | -42.4% | +12.9% | -55.3% | -45.0% |
| YTD | +55.5% | +30.7% | +24.8% | +42.5% |
| 1Y | +67.5% | +14.1% | +53.3% | +58.6% |
| 3Y | +727.3% | -1.7% | +729.0% | +696.7% |
| 5Y | +533.3% | -43.0% | +576.3% | +598.8% |
| 10Y | +627.0% | +34.3% | +592.6% | +570.0% |
| All | +10,177.4% | +9,124.1% | +1,053.3% | +2,357.0% |
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 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