+111.7%
WFC vs SWKS
+49.5%
+62.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | -0.8% |
| 7D | +1.7% | +10.9% | -9.1% | -1.3% |
| 30D | +6.8% | +17.6% | -10.7% | +1.8% |
| 3M | -3.0% | +29.2% | -32.2% | -11.2% |
| 6M | +15.4% | +37.0% | -21.5% | +2.1% |
| YTD | -5.9% | +44.9% | -50.8% | -19.5% |
| 1Y | +1.7% | +33.8% | -32.2% | -10.8% |
| 3Y | +124.9% | +10.2% | +114.7% | +97.1% |
| 5Y | +90.5% | -37.0% | +127.5% | +97.9% |
| All | +111.7% | +49.5% | +62.2% | +57.1% |
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