+132.4%
IBM vs SW
+147.8%
-15.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -0.3% | -5.1% | +4.8% | +0.1% |
| 30D | +0.3% | -4.6% | +4.9% | +0.7% |
| 3M | -21.6% | +9.4% | -31.0% | -22.3% |
| 6M | -4.7% | +3.5% | -8.2% | -5.3% |
| YTD | -19.1% | +22.0% | -41.1% | -20.7% |
| 1Y | -2.5% | +2.2% | -4.7% | -3.3% |
| 3Y | +74.2% | +19.6% | +54.6% | +68.8% |
| 5Y | +113.1% | -2.3% | +115.5% | +106.3% |
| All | +132.4% | +147.8% | -15.4% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling