+1.7%
WFC vs SWKS
+33.5%
-31.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | -0.3% |
| 7D | +1.7% | +10.9% | -9.1% | +0.9% |
| 30D | +6.8% | +17.6% | -10.7% | +5.4% |
| 3M | -3.0% | +29.2% | -32.2% | -5.3% |
| 6M | +15.4% | +37.0% | -21.5% | +11.1% |
| YTD | -5.9% | +44.9% | -50.8% | -11.1% |
| 1Y | +1.7% | +33.8% | -32.2% | -1.0% |
| All | +1.7% | +33.5% | -31.9% | -1.0% |
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