+2,413.6%
IBM vs SWK
+1,275.2%
+1,138.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -0.3% | -0.4% | +0.2% | -0.2% |
| 30D | +0.3% | -5.7% | +6.0% | +2.0% |
| 3M | -21.6% | +24.1% | -45.7% | -27.0% |
| 6M | -4.7% | +24.7% | -29.4% | -12.0% |
| YTD | -19.1% | +33.9% | -53.0% | -27.0% |
| 1Y | -2.5% | +34.7% | -37.2% | -12.7% |
| 3Y | +74.2% | +15.3% | +58.9% | +57.0% |
| 5Y | +113.1% | -39.3% | +152.4% | +126.1% |
| 10Y | +133.5% | +2.5% | +131.1% | +100.4% |
| All | +2,413.6% | +1,275.2% | +1,138.4% | +828.6% |
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