+87.3%
IBM vs SW
+42.5%
+44.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +1.3% |
| 7D | +0.4% | +12.1% | -11.6% | -0.8% |
| 30D | +14.8% | +6.6% | +8.2% | +13.9% |
| 3M | +8.9% | -6.0% | +14.9% | +9.5% |
| 6M | +12.4% | +21.5% | -9.0% | +10.0% |
| YTD | -12.4% | +20.3% | -32.7% | -14.5% |
| 1Y | -13.3% | +28.1% | -41.4% | -16.0% |
| All | +87.3% | +42.5% | +44.8% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling