+111.7%
WFC vs SWK
+17.8%
+93.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.9% |
| 7D | +1.7% | -2.0% | +3.7% | +2.6% |
| 30D | +6.8% | +24.6% | -17.7% | -3.2% |
| 3M | -3.0% | +10.8% | -13.8% | -7.8% |
| 6M | +15.4% | +46.1% | -30.7% | -3.8% |
| YTD | -5.9% | +56.8% | -62.8% | -24.9% |
| 1Y | +1.7% | +72.7% | -71.1% | -22.6% |
| 3Y | +124.9% | +49.9% | +75.0% | +71.5% |
| 5Y | +90.5% | -30.9% | +121.4% | +109.5% |
| All | +111.7% | +17.8% | +93.9% | +56.9% |
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