-17.4%
IBM vs SW
+25.8%
-43.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.6% |
| 7D | -4.3% | +4.7% | -9.0% | -4.9% |
| 30D | +11.7% | +5.0% | +6.7% | +10.8% |
| 3M | +5.5% | -7.3% | +12.8% | +6.4% |
| 6M | +9.5% | +15.0% | -5.5% | +7.5% |
| YTD | -14.9% | +18.5% | -33.4% | -17.1% |
| 1Y | -17.4% | +27.1% | -44.5% | -20.4% |
| All | -17.4% | +25.8% | -43.1% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling