+141.5%
WFC vs SWK
+29.6%
+111.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +0.6% | +11.0% | -10.4% | -4.1% |
| 30D | +4.6% | +30.1% | -25.5% | -7.1% |
| 3M | -3.6% | +14.7% | -18.3% | -9.8% |
| 6M | +5.6% | +44.5% | -38.9% | -11.6% |
| YTD | -8.5% | +59.4% | -67.8% | -27.5% |
| 1Y | -0.3% | +77.5% | -77.8% | -25.0% |
| 3Y | +116.4% | +49.5% | +67.0% | +65.4% |
| 5Y | +87.2% | -24.9% | +112.1% | +96.9% |
| All | +141.5% | +29.6% | +111.9% | +65.4% |
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