+92.7%
WFC vs SWKS
-41.6%
+134.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.3% |
| 7D | +0.9% | -3.1% | +4.0% | +1.6% |
| 30D | +3.3% | +8.3% | -5.1% | +1.3% |
| 3M | -1.4% | +20.2% | -21.7% | -6.5% |
| 6M | +14.7% | +24.9% | -10.2% | +6.2% |
| YTD | -5.9% | +33.2% | -39.1% | -15.3% |
| 1Y | +1.8% | +23.6% | -21.7% | -6.5% |
| 3Y | +124.9% | +1.3% | +123.7% | +104.3% |
| 5Y | +92.7% | -40.6% | +133.3% | +102.0% |
| All | +92.7% | -41.6% | +134.4% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling