+288.2%
IBM vs SW
+743.1%
-454.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +1.5% |
| 7D | +0.4% | +12.1% | -11.6% | -0.1% |
| 30D | +14.8% | +6.6% | +8.2% | +14.4% |
| 3M | +8.9% | -6.0% | +14.9% | +9.2% |
| 6M | +12.4% | +21.5% | -9.0% | +11.3% |
| YTD | -12.4% | +20.3% | -32.7% | -13.4% |
| 1Y | -13.3% | +28.1% | -41.4% | -14.5% |
| 3Y | +88.6% | +51.6% | +37.0% | +83.9% |
| 5Y | +154.8% | -0.1% | +154.9% | +149.8% |
| 10Y | +164.7% | +189.7% | -25.1% | +148.9% |
| All | +288.2% | +743.1% | -454.9% | +268.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling