+2.5%
WFC vs SWKS
+14.2%
-11.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.4% |
| 7D | +4.5% | -4.9% | +9.4% | +4.9% |
| 30D | +7.4% | -1.2% | +8.5% | +7.4% |
| 3M | -0.5% | +24.2% | -24.7% | -2.6% |
| 6M | +11.7% | +21.5% | -9.8% | +8.4% |
| YTD | -4.6% | +33.5% | -38.1% | -9.3% |
| 1Y | +2.5% | +18.9% | -16.4% | +1.5% |
| All | +2.5% | +14.2% | -11.6% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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