+137.0%
WFC vs SWKS
+23.7%
+113.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | -0.2% |
| 7D | +3.8% | +12.5% | -8.7% | +0.2% |
| 30D | +1.5% | +10.5% | -9.0% | -1.6% |
| 3M | +10.9% | -7.4% | +18.3% | +12.3% |
| 6M | +8.4% | +32.7% | -24.2% | -3.3% |
| YTD | -1.9% | +19.2% | -21.0% | -9.9% |
| 1Y | +12.3% | +2.4% | +10.0% | +7.6% |
| 3Y | +132.3% | -25.6% | +157.9% | +134.2% |
| 5Y | +130.1% | -53.4% | +183.5% | +165.3% |
| All | +137.0% | +23.7% | +113.3% | +88.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling