and then go to sketch mode. Creat a rectangle filleting the corner. Extrude the feature. Again in the surface mode create a helical surface. Take care that both helical surface and rectangular surface should interfere through out the length of the rectangular surface. Then create a datum curve at the intersection of these two surface.
Now we just have to sweep a profile . This should be done in solid mode.
Your solution does not create the correct geometry. It looks close but it isn't. The curve sort of wobbles. Start with the same first surface then create a formed curve on that surface. This will get you the correct geometry. make the same geometry and then copmare.
If you have a KinetiVision account there is a video for this.