+1.8%
WFC vs SWK
+77.0%
-75.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | +0.9% | +11.3% | -10.4% | -1.6% |
| 30D | +3.3% | +31.5% | -28.2% | -2.8% |
| 3M | -1.4% | +14.4% | -15.9% | -4.4% |
| 6M | +14.7% | +46.4% | -31.7% | +4.3% |
| YTD | -5.9% | +61.6% | -67.5% | -17.5% |
| 1Y | +1.8% | +78.7% | -76.9% | -13.1% |
| All | +1.8% | +77.0% | -75.1% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling