+95.0%
WFC vs SWK
-23.5%
+118.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +13.1% | -10.9% | -1.9% |
| 7D | +4.5% | +17.9% | -13.4% | -1.0% |
| 30D | +7.4% | +31.9% | -24.6% | -1.9% |
| 3M | -0.5% | +16.6% | -17.1% | -5.6% |
| 6M | +11.7% | +61.1% | -49.4% | -5.2% |
| YTD | -4.6% | +64.2% | -68.9% | -20.2% |
| 1Y | +2.5% | +85.2% | -82.7% | -17.7% |
| 3Y | +123.9% | +50.2% | +73.7% | +84.9% |
| All | +95.0% | -23.5% | +118.5% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling