+2,621.5%
IBM vs SWK
+1,585.9%
+1,035.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +13.1% | -11.4% | -2.2% |
| 7D | +0.4% | +17.9% | -17.5% | -4.6% |
| 30D | +14.8% | +31.9% | -17.2% | +5.4% |
| 3M | +8.9% | +16.6% | -7.6% | +3.6% |
| 6M | +12.4% | +61.1% | -48.7% | -3.7% |
| YTD | -12.4% | +64.2% | -76.6% | -25.9% |
| 1Y | -13.3% | +85.2% | -98.5% | -29.4% |
| 3Y | +88.6% | +50.2% | +38.4% | +56.9% |
| 5Y | +154.8% | -22.8% | +177.6% | +150.9% |
| 10Y | +164.7% | +35.8% | +128.9% | +108.2% |
| All | +2,621.5% | +1,585.9% | +1,035.6% | +842.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling