+147.3%
IBM vs SWK
+18.1%
+129.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +1.6% | -1.4% | +2.9% | +2.0% |
| 30D | +9.2% | +25.5% | -16.3% | +1.7% |
| 3M | +4.9% | +11.8% | -6.9% | +1.1% |
| 6M | +16.8% | +48.7% | -31.9% | +2.4% |
| YTD | -14.3% | +57.2% | -71.5% | -26.7% |
| 1Y | -16.7% | +75.3% | -92.0% | -31.3% |
| 3Y | +82.2% | +51.9% | +30.3% | +50.0% |
| 5Y | +149.9% | -30.7% | +180.7% | +167.0% |
| All | +147.3% | +18.1% | +129.1% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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