+144.7%
IBM vs SWK
-25.5%
+170.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.3% |
| 7D | -1.5% | +11.3% | -12.8% | -3.6% |
| 30D | +8.4% | +31.5% | -23.1% | +2.8% |
| 3M | +4.2% | +14.4% | -10.2% | +1.3% |
| 6M | +7.9% | +46.4% | -38.5% | -0.2% |
| YTD | -15.2% | +61.6% | -76.8% | -23.3% |
| 1Y | -18.7% | +78.7% | -97.5% | -28.0% |
| 3Y | +79.2% | +54.4% | +24.8% | +59.0% |
| 5Y | +144.7% | -25.3% | +170.0% | +140.5% |
| All | +144.7% | -25.5% | +170.2% | +140.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling