+118.2%
WFC vs SWK
+26.9%
+91.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.9% |
| 7D | +0.9% | +11.3% | -10.4% | -4.0% |
| 30D | +3.3% | +31.5% | -28.2% | -8.6% |
| 3M | -1.4% | +14.4% | -15.9% | -7.6% |
| 6M | +14.7% | +46.4% | -31.7% | -4.4% |
| YTD | -5.9% | +61.6% | -67.5% | -25.8% |
| 1Y | +1.8% | +78.7% | -76.9% | -23.5% |
| 3Y | +124.9% | +54.4% | +70.5% | +69.5% |
| 5Y | +92.7% | -25.3% | +118.1% | +103.6% |
| 10Y | +118.2% | +22.4% | +95.8% | +65.5% |
| All | +118.2% | +26.9% | +91.4% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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