+122.0%
INFY vs SW
+182.3%
-60.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | +0.5% | -2.6% | +3.1% | +0.7% |
| 30D | +13.6% | +7.2% | +6.4% | +12.9% |
| 3M | -2.4% | -10.5% | +8.1% | -1.5% |
| 6M | +2.2% | +9.9% | -7.7% | +1.1% |
| YTD | -29.5% | +17.2% | -46.7% | -30.9% |
| 1Y | -26.1% | +26.5% | -52.6% | -28.1% |
| 3Y | -19.7% | +47.7% | -67.4% | -23.4% |
| 5Y | -39.6% | +0.2% | -39.8% | -42.0% |
| 10Y | +122.0% | +182.3% | -60.3% | +116.4% |
| All | +122.0% | +182.3% | -60.3% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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