+149.6%
IBM vs SWK
+29.6%
+120.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -5.0% | +11.0% | -16.0% | -8.1% |
| 30D | +11.1% | +30.1% | -18.9% | +2.4% |
| 3M | +5.7% | +14.7% | -8.9% | +1.1% |
| 6M | +10.1% | +44.5% | -34.4% | -2.6% |
| YTD | -15.6% | +59.4% | -75.0% | -28.1% |
| 1Y | -19.5% | +77.5% | -97.1% | -33.9% |
| 3Y | +80.4% | +49.5% | +30.9% | +49.4% |
| 5Y | +140.0% | -24.9% | +164.9% | +147.9% |
| All | +149.6% | +29.6% | +120.0% | +90.9% |
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