+116.4%
WFC vs SWKS
-0.7%
+117.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.2% |
| 7D | +0.6% | -6.2% | +6.8% | +1.6% |
| 30D | +4.6% | -1.5% | +6.1% | +4.7% |
| 3M | -3.6% | +23.0% | -26.6% | -7.5% |
| 6M | +5.6% | +27.6% | -22.0% | -0.5% |
| YTD | -8.5% | +32.3% | -40.8% | -15.1% |
| 1Y | -0.3% | +20.1% | -20.4% | -5.7% |
| 3Y | +116.4% | +0.6% | +115.8% | +89.4% |
| All | +116.4% | -0.7% | +117.1% | +89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling