+142.9%
WFC vs SWKS
+33.1%
+109.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | +1.2% | -6.2% | +7.4% | +3.0% |
| 30D | +5.2% | -1.5% | +6.7% | +5.4% |
| 3M | -3.0% | +23.0% | -26.0% | -10.0% |
| 6M | +6.2% | +27.6% | -21.4% | -4.3% |
| YTD | -7.9% | +32.3% | -40.2% | -19.0% |
| 1Y | +0.3% | +20.1% | -19.8% | -9.1% |
| 3Y | +117.7% | +0.6% | +117.1% | +96.1% |
| 5Y | +88.4% | -42.3% | +130.7% | +100.7% |
| All | +142.9% | +33.1% | +109.8% | +89.6% |
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