+206.2%
INFY vs SW
+755.0%
-548.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.3% |
| 7D | -2.9% | -5.1% | +2.2% | -2.6% |
| 30D | -6.2% | -4.6% | -1.7% | -6.0% |
| 3M | -4.9% | +9.4% | -14.3% | -5.5% |
| 6M | -16.6% | +3.5% | -20.1% | -16.9% |
| YTD | -32.9% | +22.0% | -55.0% | -33.9% |
| 1Y | -26.9% | +2.2% | -29.1% | -27.3% |
| 3Y | -26.6% | +19.6% | -46.2% | -28.1% |
| 5Y | -44.1% | -2.3% | -41.7% | -45.4% |
| 10Y | +90.0% | +181.4% | -91.4% | +77.5% |
| All | +206.2% | +755.0% | -548.8% | +172.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling