+123.2%
INFY vs SW
+183.3%
-60.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -1.1% | +1.8% | -2.9% | -1.3% |
| 30D | +15.5% | +7.0% | +8.4% | +14.8% |
| 3M | -1.1% | -7.6% | +6.5% | -0.5% |
| 6M | -1.3% | +8.5% | -9.9% | -2.2% |
| YTD | -29.0% | +17.7% | -46.6% | -30.4% |
| 1Y | -23.3% | +27.1% | -50.3% | -25.3% |
| 3Y | -17.8% | +48.2% | -66.0% | -21.6% |
| 5Y | -39.4% | -2.3% | -37.1% | -41.8% |
| 10Y | +123.2% | +183.3% | -60.1% | +117.5% |
| All | +123.2% | +183.3% | -60.1% | +117.5% |
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