+151.7%
IBM vs SW
+185.4%
-33.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.7% |
| 7D | -4.3% | +4.7% | -9.0% | -4.7% |
| 30D | +11.7% | +5.0% | +6.7% | +11.2% |
| 3M | +5.5% | -7.3% | +12.8% | +6.1% |
| 6M | +9.5% | +15.0% | -5.5% | +8.0% |
| YTD | -14.9% | +18.5% | -33.4% | -16.5% |
| 1Y | -17.4% | +27.1% | -44.5% | -19.4% |
| 3Y | +83.3% | +49.3% | +33.9% | +74.8% |
| 5Y | +142.1% | -1.6% | +143.7% | +134.1% |
| All | +151.7% | +185.4% | -33.7% | +114.6% |
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