+8,381.3%
WFC vs SWKS
+9,318.3%
-937.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.6% |
| 7D | +4.5% | -4.9% | +9.4% | +5.1% |
| 30D | +7.4% | -1.2% | +8.5% | +7.4% |
| 3M | -0.5% | +24.2% | -24.7% | -3.4% |
| 6M | +11.7% | +21.5% | -9.8% | +8.0% |
| YTD | -4.6% | +33.5% | -38.1% | -9.0% |
| 1Y | +2.5% | +18.9% | -16.4% | -0.9% |
| 3Y | +123.9% | +0.4% | +123.6% | +117.2% |
| 5Y | +94.3% | -44.3% | +138.6% | +99.8% |
| 10Y | +156.0% | +37.1% | +118.9% | +136.5% |
| All | +8,381.3% | +9,318.3% | -937.0% | +4,934.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling