+1.8%
WFC vs SWKS
+20.8%
-19.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.3% |
| 7D | +0.9% | -3.1% | +4.0% | +1.1% |
| 30D | +3.3% | +8.3% | -5.1% | +2.6% |
| 3M | -1.4% | +20.2% | -21.7% | -3.2% |
| 6M | +14.7% | +24.9% | -10.2% | +11.1% |
| YTD | -5.9% | +33.2% | -39.1% | -10.5% |
| 1Y | +1.8% | +23.6% | -21.7% | -0.4% |
| All | +1.8% | +20.8% | -19.0% | -0.4% |
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