+84.5%
INTC vs SW
+185.4%
-100.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -1.5% | -8.8% | -10.1% |
| 7D | -43.2% | +4.7% | -47.9% | -43.6% |
| 30D | -53.6% | +5.0% | -58.6% | -53.9% |
| 3M | -48.3% | -7.3% | -41.0% | -47.9% |
| 6M | -51.7% | +15.0% | -66.7% | -52.8% |
| YTD | +41.6% | +18.5% | +23.1% | +37.3% |
| 1Y | +36.1% | +27.1% | +9.0% | +30.8% |
| 3Y | +39.3% | +49.3% | -10.0% | +32.5% |
| 5Y | +10.6% | -1.6% | +12.3% | +7.1% |
| All | +84.5% | +185.4% | -100.9% | +57.7% |
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