+8,381.3%
WFC vs SWK
+1,585.9%
+6,795.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +13.1% | -10.9% | -4.0% |
| 7D | +4.5% | +17.9% | -13.4% | -3.9% |
| 30D | +7.4% | +31.9% | -24.6% | -6.5% |
| 3M | -0.5% | +16.6% | -17.1% | -8.4% |
| 6M | +11.7% | +61.1% | -49.4% | -13.1% |
| YTD | -4.6% | +64.2% | -68.9% | -27.4% |
| 1Y | +2.5% | +85.2% | -82.7% | -26.7% |
| 3Y | +123.9% | +50.2% | +73.7% | +66.2% |
| 5Y | +94.3% | -22.8% | +117.1% | +91.8% |
| 10Y | +156.0% | +35.8% | +120.3% | +77.7% |
| All | +8,381.3% | +1,585.9% | +6,795.4% | +1,937.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling